Large-step predictor-corrector interior point method for sufficient linear complementarity problems based on the algebraic equivalent transformation

We introduce a new predictor-corrector interior-point algorithm for solving P⁎(κ)-linear complementarity problems which works in a wide neighbourhood of the central path. We use the technique of algebraic equivalent transformation of the centering equations of the central path system. In this techni...

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Bibliographic Details
Main Authors: Tibor Illés, Petra Renáta Rigó, Roland Török
Format: Article
Language:English
Published: Elsevier 2023-01-01
Series:EURO Journal on Computational Optimization
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2192440623000163