A Full-Newton Step Feasible Interior-Point Algorithm for the Special Weighted Linear Complementarity Problems Based on Algebraic Equivalent Transformation

Abstract:

      In this paper, we propose a new full-Newton step feasible interior-point algorithm for the special weighted linear complementarity problems. The proposed algorithm employs the technique of algebraic equivalent transformation to derive the search direction. It is shown that the proximity measure reduces quadratically at each iteration. Moreover, its iteration bound of the algorithm is as good as the best-known polynomial complexity for these types of problems.Furthermore, numerical results are presented to show the efficiency of the proposed algorithm.