AN INFEASIBLE INTERIOR-POINT ALGORITHM FOR LCP BASED ON A KERNEL FUNCTION

This paper proposes an infeasible interior-point algorithm with full-Newton step for linear complementarity problem. The main iteration of the algorithm consists of a feasibility step and several centrality steps. We introduce a kernel function to induce the feasibility step. The algorithm starts from strictly feasible iterates of a perturbed problem, on its central path, and feasibility steps find strictly feasible iterates for the next perturbed problem. By using centering steps for the new perturbed problem, we obtain strictly feasible iterates close enough to the central path of the new perturbed problem. The starting point depends on two positive numbers ½p and ½d.