Improved infeasible-interior-point algorithm for linear complementarity problems

Document Type : Research Paper


1 Dept. Appied Mathematics, Shahrekord University

2 Dept. Applied Mathematics, Shahrekord University


We present a modified version of the infeasible-interior-
We present a modified version of the infeasible-interior-point
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 $mu^+$-center. It
results a better iteration bound.


Main Subjects

Volume 38, Issue 3 - Serial Number 3
September 2012
Pages 787-803
  • Receive Date: 29 June 2010
  • Revise Date: 07 April 2011
  • Accept Date: 07 April 2011
  • First Publish Date: 15 September 2012