A Generalized Direction in Interior Point Method for Monotone Linear Complementarity Problems
Résumé
In this paper, we present a new interior point method with full Newton step for monotone linear complementarity problems. The specificity of our method is to compute the Newton step using a modified system similar to that introduced by Darvay in 2003. We prove that this new method possesses the best known upper bound complexity for these methods. Moreover, we extend results known in the literature since we consider a general family of smooth concave functions in the Newton system instead of the square root.
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