An Infeasible Interior Point Method for Linear Complementarity Problems over Symmetric Cones

2009 ◽  
Author(s):  
Florian A. Potra ◽  
Theodore E. Simos ◽  
George Psihoyios ◽  
Ch. Tsitouras
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Linear Complementarity ◽  
Point Method ◽  
Symmetric Cones ◽  
Infeasible Interior Point Method

An infeasible interior-point method with improved centering steps for monotone linear complementarity problems

2015 ◽  
Vol 08 (03) ◽  
pp. 1550037 ◽  
Author(s):  
Soodabeh Asadi ◽  
Hossein Mansouri ◽  
Zsolt Darvay
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Complementarity Problems ◽  
Linear Complementarity Problems ◽  
Linear Complementarity ◽  
Interior Point Algorithm ◽  
Newton Step ◽  
Nonlinear Anal ◽  
Infeasible Interior Point Method ◽  
Full Newton Step

In this paper, we improve the infeasible full-Newton interior-point algorithm presented by Mansouri et al. [A full-Newton step [Formula: see text] infeasible interior-point algorithm for linear complementarity problems, Nonlinear Anal. Real World Appl. 12 (2011) 545–561] for monotone linear complementarity problems (MLCPs). In each iteration of Mansouri’s algorithm two types of full-Newton steps are used, one feasibility step and some ordinary (centering) steps. In this paper, we use a new search direction, and reduce the number of the centering steps, so that only one centering step is needed. We prove that the complexity of the algorithm is as good as the best-known complexity for infeasible interior-point methods for MLCPs.

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