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Abstract We propose a wide neighborhood interior-point algorithm with arc-search for P ⁎ ( κ ) linear complementarity problem (LCP). Along the ellipsoidal approximation of the central path, the algorithm… Click to show full abstract
Abstract We propose a wide neighborhood interior-point algorithm with arc-search for P ⁎ ( κ ) linear complementarity problem (LCP). Along the ellipsoidal approximation of the central path, the algorithm searches optimizers in every iteration. Assuming a strictly starting point is available, we show that the algorithm has O ( ( 1 + 2 κ ) ( 1 + 18 κ ) 2 n log ( x 0 ) T s 0 e ) iteration complexity. It matches the currently best known iteration bound for P ⁎ ( κ ) LCP. Some preliminary numerical results show that the proposed algorithm is efficient and reliable.
Journal Title: Applied Numerical Mathematics
Year Published: 2019
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