An improved descent direction for path-following algorithm in monotone linear complementarity problems
Abstract
We present a new full-Newton step feasible interior-point method for solving monotone linear complementarity problems.We derive an efficient search direction by applying an algebraic transformation to the central path system.Furthermore, we prove that the proposed method solves the problem within polynomial time.Notably, the algorithm achieves the best-known iteration bound, namely O( √ n log n ϵ )-iterations.Finally, comparative numerical simulations illustrate the effectiveness of the proposed algorithm.
Fields of Study & Subjects
Advanced Optimization Algorithms Research
Optimization and Variational Analysis
Matrix Theory and Algorithms
Publication details
- Journal / source
- Kybernetika
- Pages
- 35–54
- Publication date
- 13 January 2026
- Language
- EN