An infeasible-interior-point algorithm for HLCP problems

In this paper we present a (new) path-following infeasible interior-point algorithm for solving monotone horizontal linear complementarity problem (HLCP). 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 iteration bound coincides with the currently best iteration bound for horizontal linear complementarity problems.