A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems

Abstract

In this paper, we give a full-Newton step primal-dual interior-point algorithm for monotone horizontal linear complementarity problem. The searching direction is obtained by modification of the classic Newton direction, and which also enjoys the quadratically convergent property in the small neighborhood of $O(2\sqrt{n}{\rm log}\frac{n\mu^0}{\varepsilon})$.