LAUSR

In this paper, a wide-neighborhood predictor-corrector feasible interior-point algorithm for linear complementarity problems is proposed. The algorithm is based on using the classical affine scaling direction as a part in a corrector step, not in a predictor step. The convergence analysis of the algorithm is shown, and it is proved that the algorithm has the polynomial complexity $$O\left(\sqrt{n}\log \varepsilon ^{-1}\right)$$Onlogε-1 which coincides with the best known iteration bound for this class of mathematical problems. The numerical results indicate the efficiency of the algorithm.