A MTY predictor-corrector algorithm for monotone linear complementarity problems in a wide neighborhood

Abstract

A new MTY predictor-corrector algorithm for monotone linear complementarity problems is proposed, which is based on AI’s wide neighborhood. It is proved to have a polynomial complexity bound of O(√nL) in theory and it performs better in numerical tests than the classical MTY predictor-corrector algorithm.

Keywords:

• Monotone linear complementarity problems
• Wide neighborhoods
• MTY predictor-corrector algorithm
• Interior point methods