p_*(\kappa)-matrix

New variant on the Mizuno-Todd-Ye predictor-corrector algorithm

  • Marianna Eisenberg-Nagy
  • Tibor Illés
    • Categories Applications - OR and Management Sciences, Linear, Cone and Semidefinite Programming Tags , , , ,

    We analyze a version of the Mizuno-Todd-Ye predictor-corrector interior point algorithm for the P_*(\kappa)-matrix linear complementarity problem (LCP). We assume the existence of a strictly positive feasible solution. Our version of the Mizuno-Todd-Ye predictor-corrector algorithm is a generalization of Potra’s (2002) conclusions on the LCP with P_*(\kappa)-matrices. To derive a formulation of the complexity for … Read more