An infeasible interior-point method for the $P*$-matrix linear complementarity problem based on a trigonometric kernel function with full-Newton step

Document Type: Original paper

Authors

Azarbaijan Shahid Madani University

Abstract

An infeasible interior-point algorithm for solving the
$P_*$-matrix linear complementarity problem based on a kernel
function with trigonometric barrier term is analyzed. Each (main)
iteration of the algorithm consists of a feasibility step and
several centrality steps, whose feasibility step is induced by a
trigonometric kernel function. The complexity result coincides with
the best result for infeasible interior-point methods for
$P_*$-matrix linear complementarity problem.

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Main Subjects