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

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.

Keywords

• Linear complementarity problem‎
• ‎Full-Newton step‎
• ‎Infeasible interior-point method‎
• ‎Kernel function‎
• ‎Polynomial‎ ‎complexity