On the Convergence of the Tapia Indicators in the Absence of Strict Complementarity
RICE UNIV HOUSTON TX DEPT OF COMPUTATIONAL AND APPLIED MATHEMATICS
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The convergence and the convergence rate of the Tapia indicators were established in El- Bakry 1 and EL-Bakry, Tapia, and Zhang 2 in the context of primal-dual interior-point method under the assumption of strict complementarity In the current work we use a recent result of Monteiro and Wright 10 to extend this theory to the case when strict complementarity does not hold.
- Numerical Mathematics