A full-modified-Newton step infeasible interior-point method for monotone linear complementarity problem

Authors
1 Sharif University of Technology
2 Shahid Madani University of Azarbaijan
Abstract
By using a new search direction, we propose an infeasible

interior-point method for monotone linear complementarity problem. The

algorithm uses only one feasibility step in each iteration, and we prove that

it suffices in order to obtain a polynomial-time method. The iteration bound

coincides with the currently best iteration bound for linear complementarity

problems. Moreover, the numerical results show that the new algorithm has

a good performance.
Keywords

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