Journal of Systems Engineering and Electronics ›› 2010, Vol. 21 ›› Issue (4): 705-712.doi: 10.3969/j.issn.1004-4132.2010.04.026

• SOFTWARE ALGORITHM AND SIMULATION • Previous Articles     Next Articles

New Mehrotra’s second order predictor-corrector algorithm for P*(κ) linear complementarity problems

Mingwang Zhang1,* and Yanli Lü   

  1. College of Science, China Three Gorges University, Yichang 443002, P. R. China
  • Online:2010-08-26 Published:2010-01-03

Abstract: It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P*(κ)- linear complementarity problems. This paper presents an extension of the recent variant of Mehrotra’s second order algorithm for linear optimijation. It is shown that the iteration-complexity bound of the algorithm is O(4κ + 3)√14κ + 5 n log (x0)Ts0 ε , which is similar to that of the corresponding algorithm for linear optimization.