Abstract:

In this paper, a class of polynomial interior-point algorithms for P∗ (κ)-horizontal linear complementarity problems based on a newparametric kernel function is presented. The new parametric kernel function is used both for determining the search directions and for measuring the distance between the given iterate and the μ-center of the problem. We derive the complexity analysis for the algorithm, both with large and small updates.

Key words: Horizontal linear complementarity problem , Interior-point method , Central path , Polynomial complexity , Kernel function