Petra Renáta Rigó (BCE): New predictor-corrector interior-point algorithm for sufficient linear complementarity problems

(Joint work with Zsolt Darvay and Tibor Illés)

Abstract:

We present a new predictor-corrector (PC) interior-point algorithm (IPA) for solving sufficient linear complementarity problems (LCPs). The introduced IPA uses a new type of algebraic equivalent transformation (AET) on the centering equations of the system defining the central path. We apply the square root function in this new type of AET in order to determine the search directions. We prove that the PC IPA retains polynomial iteration complexity in the handicap of the problem's matrix, the size of the problem and the bit size of the data.

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