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Abstract
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An arc-search infeasible interior point algorithm is proposed for solving
a horizontal linear complementarity problem. The algorithm produces a
sequence of iterates in the negative infinity neighbourhood of the central
path and searches the solutions along the ellipses that approximate the
whole central path. We study the theoretical convergence properties and
also establish polynomial complexity bound for the proposed algorithm.
Moreover, our numerical results suggest that the proposed algorithm is
very efficient and competitive.
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