Improved infeasibleinterior-point algorithm for linear complementarity problems

Abstract

Abstract. We present a modified version of the infeasible-interiorpoint algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545-561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which targets at the µ + -center. It results a better iteration bound