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A Mehrotra-Type Predictor-Corrector Algorithm for P*(κ) Linear Complementarity Problems
Authors:Weihua LI  Mingwang ZHANG  Yiyuan ZHOU
Institution:College of Science, China Three Gores University, Hubei 443002, P. R. China
Abstract:Mehrotra-type predictor-corrector algorithm,as one of most efficient interior point methods,has become the backbones of most optimization packages.Salahi et al.proposed a cut strategy based algorithm for linear optimization that enjoyed polynomial complexity and maintained its efficiency in practice.We extend their algorithm to P*(κ)linear complementarity problems.The way of choosing corrector direction for our algorithm is different from theirs. The new algorithm has been proved to have an ο((1+4κ)(17+19κ) √(1+2κn)3/2log(x0Ts0/ε] worst case iteration complexity bound.An numerical experiment verifies the feasibility of the new algorithm.
Keywords:Keywords P*(κ) linear complementarity problems  Mehrotra-type predictor-corrector algorithm  polynomial iteration complexity  interior point method
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