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Abstract
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In this paper, we present a full-Newton step interior-point method for solving monotone Weighted Linear Complementarity Problem. We use the technique of algebraic
equivalent transformation (AET) of the nonlinear equation of the system which defines
the central path. The AET is based on the square root function which plays an important role in computing the new search directions. The algorithm uses only full-Newton
steps at each iteration, and hence, line searches are no longer needed. We prove that
the algorithm has a quadratic rate of convergence to the target point on the central
path. The obtained iteration bound coincides with the best known iteration bound for
these types of problems.
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