A New Predictor–Corrector Interior-Point Method for Linear Complementarity Problems Based on a Wide Neighbourhood

In this paper, we propose a new predictor-corrector interior-point algorithm for solving monotonelinear complementarity problem.The algorithm is based on a new class of search directions and the wide neighborhood of the central path. In thecorrector step, we derive the step size and the corrector step guaranteethat new iterate lies in the wide neighborhood. Then the method enjoys the low iterationbound of , which matchesthe best obtained one for monotone linear complementarity problems.