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A large-update predictor-correcting algorithm for linear complementarity problem. (Chinese. English summary) Zbl 1289.90224

Summary: Based on the idea of interior-point algorithm for linear programming. We describe a new wide neighborhood predictor-corrector interior-point algorithm for linear complementarity. Our algorithm can be an extension of Maziar Salahi’s predictor-corrector algorithm for linear programming. The concrete steps of the algorithm are introduced in this paper. At last, we also show that the iteration complexity of our algorithm is \(O(n\log(x^0)^Ts^0/\epsilon)\).

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C51 Interior-point methods