Improved Full-Newton-Step infeasible interior-point method for linear complementarity problems

  • Goran Lešaja Department of Mathematical Sciences, Georgia Southern University, Statesboro, GA 30460, USA
  • Mustafa Ozen Department of Mathematical Sciences, Georgia Southern University, Statesboro, GA 30460, USA

Abstract

We present an Infeasible Interior-Point Method (IIPM) for monotone LinearComplementarity Problem (LCP) which is an improved version of the algorithm given in[13]. In the earlier version, each iteration consisted of one feasibility step and few centeringsteps. The improved version guarantees that after one feasibility step, the new iterate is fea-sible and close enough to central path thanks to the much tighter proximity estimate whichis based on the new lemma introduced in [18]. Thus, the centering steps are eliminated.Another advantage of this method is the use of full-Newton steps, that is, no calculation ofthe step size is required. The preliminary implementation and numerical results demonstratethe advantage of the improved version of the method in comparison with the old one.
Published
2016-04-08
Section
CRORR Journal Regular Issue