Primal-dual affine scaling interior point methods for linear complementarity problems
A first order affine scaling method and two $m$th order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce iterates in a wide neighborhood of the central path. The first order method has $O(nL^2(\log nL^2)(\log\log nL^2))$ iteration complexity. If the LCP admits a strict complementary solution then both … Read more