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Abstract
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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.
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