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Feasible short-step interior point algorithm for linear complementarity problem based on kernel function

Citation:

Djeffal EA, Djeffal L. Feasible short-step interior point algorithm for linear complementarity problem based on kernel function. AMO - Advanced Modeling and Optimization [Internet]. 2013;15 (2) :157-172.

Abstract:

In this paper we deal with the study of the polynomial complexity analysis and numerical implementation for a short-step interior point algorithm for monotone linear complementarity problems (LCP) based on karnel function. The analysis is based on a new class of search directions. We establish the global convergence of the algorithm. Furthermore, it is shown that the algorithm has O(n 2.5L), iteration complexity. For its numerical tests some strategies are used and indicate that the algorithm is efficient.

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