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Abstract
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In this paper, a new full Nesterov–Todd step infeasible interior-point
method for Cartesian P∗(κ) linear complementarity problem over symmetric cone
is considered. Our algorithm starts from a strictly feasible point of a perturbed problem,
after a full Nesterov–Todd step for the new perturbed problem the obtained
strictly feasible iterate is close to the central path of it, where closeness is measured
by some merit function. Furthermore, the complexity bound of the algorithm is the
best available for infeasible interior-point methods.
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