A New Search Direction for Full-Newton Step Interior-Point Method in P*(κ)-HLCP

Abstract

In this article, a full-Newton step feasible interior-point algorithm for $P_{*}(\kappa )$-horizontal linear complementarity problems is proposed that uses a new method for identifying search directions. The method is based on a simple equivalent form of the centering equations of the system which defines the central path. The theoretical complexity of the new algorithm is derived which coincides with the best-known iteration bound for $P_{*}(\kappa )$-horizontal linear complementarity problems.

Keywords:

• Full-Newton step
• Horizontal linear complementarity problem
• Interior-point methods
• Polynomial complexity

Acknowledgment

The author is very grateful to the editors and the anonymous referees for their valuable suggestions which helped to improve the paper.