A New Predictor–Corrector Interior-Point Method for Linear Complementarity Problems Based on a Wide Neighbourhood

In this paper, we propose a new predictor-corrector interior-point algorithm for solving monotone linear complementarity problem. The algorithm is based on a new class of search directions and the wide neighborhood of the central path. In the corrector step, we derive the step size and the corrector step guarantee that new iterate lies in the wide neighborhood. Then the method enjoys the low iteration bound ofO( nL) , which matches the best obtained one for monotone linear complementarity problems

کلیدواژه ها:

linear complementarity problems ، predictor-corrector method ، wide neighborhood ، polynomial complexity