A New Ai–Zhang Type Interior Point Algorithm for Sufficient Linear Complementarity Problems

Abstract In this paper, we propose a new long-step interior point method for solving sufficient linear complementarity problems. The algorithm combines two important approaches from the literature: main ideas of introduced by Ai and Zhang algebraic equivalent transformation technique proposed Darvay. Similar to Zhang, our also works in wide neighborhood central path has best known iteration complexity short-step variants. However, due properties applied transforming function Darvay’s technique, definition analysis depends on value handicap. We implemented not only theoretical but greedy variant (working independent handicap) MATLAB tested its efficiency both non-sufficient problem instances. addition presenting numerical results, make some interesting observations regarding Ai–Zhang type methods.