Polynomial interior-point algorithm for P*${(\kappa)}$ horizontal linear complementarity problems

Authors:
S. Asadi;H. Mansouri
Affiliations:
Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, Shahrekord, Iran;Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, Shahrekord, Iran
Venue:
Numerical Algorithms
Year:
2013

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Abstract

In this paper an interior-point algorithm for P *(驴) horizontal linear complementarity problems is proposed that uses new search directions. The theoretical complexity of the new algorithm is calculated. It is investigated that the proposed algorithm has quadratically convergent with polynomial iteration complexity $O((1+\kappa)\sqrt{n}\log\frac{n}{\varepsilon})$ , coincide with the best known iteration bound for P *(驴) horizontal linear complementarity problems.