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Abstract
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In this paper, we present a new second-order predictor-corrector interior-point method for solving monotone linear complementarity problem. The algorithm is based on thewide neighborhood of the central path and modified corrector directions. We show that, in addition to the predictor step, each corrector step decreasesthe duality gap as well. We also prove that the iteration complexity of theproposed algorithm coincides with the best iteration bound for small neighborhoodalgorithms that use the Nesterov-Todd direction.
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