An infeasible interior-point method for the $P*$-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step

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Abstract:

An infeasible interior-point algorithm for solving the$P_*$-matrix linear complementarity problem based on a kernelfunction with trigonometric barrier term is analyzed. Each (main)iteration of the algorithm consists of a feasibility step andseveral centrality steps, whose feasibility step is induced by atrigonometric kernel function. The complexity result coincides withthe best result for infeasible interior-point methods for$P_*$-matrix linear complementarity problem.

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Journal title

volume 3  issue 1

pages  51- 70

publication date 2018-06-01

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