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(x0)Ts0/ε] worst case iteration complexity bound.An numerical experiment verifies the feasibility of the new algorithm.