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Title
A full-Newton step feasible interior-point algorithm for P∗(k)-LCP based on a new search direction
Type of Research Article
Keywords
interior-point methods
Abstract
In this paper, we present a full-Newton step feasible interior-point algorithm for a P() linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which de nes the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable.
Researchers Behrouz Kheirfam (First Researcher)، (Second Researcher)