A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems

We use the globally convergent framework proposed by Kojima, Noma, and Yoshise to construct an infeasible-interior-point algorithm for monotone nonlinear complementarity problems. Superlinear convergence is attained when the solution is nondegenerate and also when the problem is linear with a strictly complementary solution. Numerical experiments confirm the efficacy of the proposed approach.