×

zbMATH — the first resource for mathematics

Superlinear convergence of an interior-point method despite dependent constraints. (English) Zbl 0977.90082
We show that an interior-point method for monotone variational inequalities exhibits 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.

MSC:
90C51 Interior-point methods
PDF BibTeX XML Cite
Full Text: DOI