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An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps
Optimization Methods and Software, 2002This article describes an infeasible interior-point (IP) method for solving monotone variational inequality problems with polyhedral constraints and, as a particular case, monotone nonlinear complementarity problems. The method determines a search direction by solving, possibly in an inexact way, the Newton equation for the central path.
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An Infeasible-Interior-Point Method for Linear Complementarity Problems
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