A new interior-point algorithm based on modified Nesterov–Todd direction for symmetric cone linear complementarity problem

Abstract

We present a new primal-dual path-following interior-point algorithm for linear complementarity problem over symmetric cones. The algorithm is based on a reformulation of the central path for finding the search directions. For a full Nesterov–Todd step feasible interior-point algorithm based on the search directions, the complexity bound of the algorithm with the small update approach is the best available.