A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function (Q451811): Difference between revisions

The authors present a full-Newton step infeasible interior point method for monotone linear complimentarity problems (LCP). For this purpose, they modify an algorithm proposed by Mansouri, Zangiabadi, and Pirhaji. That is, instead of a logarithmic barrier function, this paper propose to use a simple locally-kernel function for the computation of the search directions. The authors present a complete theoretical analysis of their approach together with a complexity bound but no numerical results.