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A Polynomial Interior-Point Algorithm for Monotone Linear Complementarity Problems

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Abstract

In this paper, we propose an interior-point algorithm for monotone linear complementarity problems. The algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only full-Newton steps. Moreover, it is proven that the number of iterations of the algorithm coincides with the well-known best iteration bound for monotone linear complementarity problems.

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Acknowledgements

Authors wish to thank Professor Florian Potra and three anonymous referees for useful comments and suggestions on an earlier draft of the manuscript. The first author would like to express gratitude for the financial grant from Shahrekord University.

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Authors and Affiliations

  1. Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University, P.O. Box 115, Shahrekord, Iran

    H. Mansouri & M. Pirhaji

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  1. H. Mansouri
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  2. M. Pirhaji
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Correspondence to H. Mansouri.

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Communicated by Nobuo Yamashita.

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Mansouri, H., Pirhaji, M. A Polynomial Interior-Point Algorithm for Monotone Linear Complementarity Problems. J Optim Theory Appl 157, 451–461 (2013). https://doi.org/10.1007/s10957-012-0195-2

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  • DOI: https://doi.org/10.1007/s10957-012-0195-2

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