Abstract
This paper provides an analysis of the iterative complexity of a predictor-corrector type interior-point algorithm for a class of non-monotone nonlinear complementarity problems, i.e., the nonlinear P∗-complementarity problems, which is quite general because it includes as a special case the monotone complementarity problem. At each corrector step, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. The proof of the iterative complexity of the proposed algorithm requires that the mapping associated the problem satisfies a scaled Lipschitz condition.
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