A full-Newton step infeasible interior-point algorithm for linear complementarity problems based on a kernel function

B. Kheirfam


In this paper, we first present a brief infeasible interior-point method with full-Newton step for solving linear complementarity problem (LCP). The main iteration consists of a feasibility step and several centrality steps. First we present a full Newton step infeasible interior-point algorithm based on the classic logarithmical barrier function. After that a specific kernel function is introduced. Then the feasibility step is induced by this kernel function instead of the classic logarithmical barrier function. The results of complexity coincides with the best bound known for infeasible interior-point methods for LCP.

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Algorithmic Operations Research. ISSN: 1718-3235