A New Infeasible Mehrotra-Type Predictor–Corrector Algorithm for Nonlinear Complementarity Problems Over Symmetric Cones

Abstract

This paper establishes a theoretical framework of infeasible Mehrotra-type predictor–corrector algorithm for nonmonotone nonlinear complementarity problems over symmetric cones which can be regarded as an extension the Mehrotra’s algorithm proposed by Salahi et al. (On Mehrotra-type predictor–corrector algorithms. SIAM J Optim 18(4):1377–1397, 2005) from nonnegative orthant to symmetric cone. The iteration complexity of the algorithm is estimated, and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable.