Journal of Software, Vol 6, No 10 (2011), 2023-2028, Oct 2011
doi:10.4304/jsw.6.10.2023-2028

A Modified-Newton Step Primal-dual Interior Point Algorithm for Linear Complementarity Problems

Lipu Zhang, Yinghong Xu

Abstract


Through some modifications on the classic-Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior point algorithm. The complexity bound for the algorithm is derived, and the result is the best-known for linear complementarity problem.


Keywords


horizontal linear complementarity problem;interior-point algorithm;full-Newton step;complexity bound.

References


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