Wang, G.; Yu, C.; Teo, K. - In: Journal of Global Optimization 59 (2014) 1, pp. 81-99
In this paper, a full-Newton step feasible interior-point algorithm is proposed for solving <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$P_*(\kappa )$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mi>P</mi> <mo>∗</mo> </msub> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="italic">κ</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math> </EquationSource> </InlineEquation>-linear complementarity problems. We prove that the full-Newton step to the central path is local quadratically convergent and the proposed algorithm has...</equationsource></equationsource></inlineequation>