On complexity of a new Mehrotra-type interior point algorithm for P∗(κ) $P_{*}(\kappa )$ linear complementarity problems

Abstract In this paper, a variant of Mehrotra-type predictor–corrector algorithm is proposed for P∗(κ) $P_{*}(\kappa )$ linear complementarity problems. In this algorithm, a safeguard step is used to avoid small step sizes and a new corrector direction is adopted. The algorithm has polynomial iterat...

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Bibliographic Details
Main Authors: Yiyuan Zhou, Mingwang Zhang, Zhengwei Huang
Format: Article
Language:English
Published: SpringerOpen 2019-01-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-019-1954-5