مشخصات پژوهش

In this paper, we present a new full step infeasible interior- point algorithm for the Cartesian P*(k) linear complementarity problem over second-order cones. The algorithm uses only full Nesterov and Todd steps. Each (main) iteration of the algorithm consists of one so-called feasibility step and only one centering step. The algorithm starts with a strictly feasible point of a perturbed problem, after an iteration, the new iterate is still strictly feasible of the new perturbed problem. The algorithm has the same complexity as the best known infeasible interior- point methods.