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Abstract
In this paper, a full-Newton step interior-point algorithm is proposed for solving [see formula in PDF]-linear complementarity problem based on a new search direction, which is an extension of Grimes' algorithm. It is proved that the number of iterations of the algorithm is [see formula in PDF], which matches the best known iteration bound of the interior-point method for [see formula in PDF]-linear complementarity problem. Some numerical results have proved the feasibility and efficiency of the proposed algorithm.
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