Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints

We show that an interior-pointmethodfor monotonevariationalinequalitiesexhibits superlinear convergence provided that all the standard assumptions hold except for the well-known assumption that the Jacobian of the active constraints has full rank at the solution. We show that superlinear convergence occurs even when the constant-rank condition on the Jacobian assumed in an earlier work does not hold. AMSMOS subject classi cations. 90C33, 90C30, 49M45

• Type: Journal
• Year: 2000
• Where: MOR
• Authors: Daniel Ralph, Stephen J. Wright
• Keywords: Convergence, Interior-pointmethodfor Monotonevariationalinequalitiesexhibits, MOR 2000, Well-known Assumption