¹Department of Mathematics, Zhejiang A&F University, Zhejiang, 311300, China
²Department of Mathematics, Shanghai University, Shanghai, 200444, China
³Department of Mathematics, Zhejiang Sci-Tech University, Zhejiang 310018, China

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Abstract—Through some modifications on the classic- Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior point algorithm. The complexity bound for the algorithm is derived, and the result is the best-known for linear complementarity problem.

Index Terms—horizontal linear complementarity problem, interior-point algorithm, full-Newton step, complexity bound.

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Cite: Lipu Zhang, Yinghong Xu, "A modified-Newton step primal-dual interior point algorithm for linear complementarity problems," Journal of Software vol. 6, no. 10, pp. 2023-2028, 2011.