Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem (Q1760104): Difference between revisions

The authors propose two Mehrotra-type predictor-corrector algorithms for sufficient horizontal linear complementarity problems in the minus-infinity neighborhood of the central path. Both of the algorithms are independent on the handicap \(\chi\) of the problems, and enjoy \(O(n(1+\chi) \log((x^0)^T s^0/\epsilon))\) iteration complexity. Some preliminary numerical results are provided to demonstrate the efficiency and reliability of the proposed algorithms.