A Polynomial Interior-Point Algorithm for Monotone Linear Complementarity Problems
In this paper, we propose an interior-point algorithm for monotone linear complementarity problems. The algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only full-Newton steps. Moreover, it is proven that the number of iterations of the algorithm coincides with the well-known best iteration bound for monotone linear complementarity problems.
central path monotone linear complementarity problem (mlcp) feasible interior-point method polynomial complexity