摘要
Recently, Ye et al.[2] proved that the predictor-corrector method proposed by Mizuno et al[1] maintains O( L)-iteration complexity while exhibiting the quadratic convergence of the dual gap to zero under very mild conditions. This impressive result becomes the best-known in the interior point methods. In this paper, we modify the predictor-corrector method and then extend it to solving the nonlinear complementarity problem. We prove that the new method has a ( log(1/ε))-iteration complexity while maintaining the quadratic asymptotic convergence.
Recently, Ye et al.[2] proved that the predictor-corrector method proposed by Mizuno et al[1] maintains O( L)-iteration complexity while exhibiting the quadratic convergence of the dual gap to zero under very mild conditions. This impressive result becomes the best-known in the interior point methods. In this paper, we modify the predictor-corrector method and then extend it to solving the nonlinear complementarity problem. We prove that the new method has a ( log(1/ε))-iteration complexity while maintaining the quadratic asymptotic convergence.
