Abstract
In this article, we propose a new class of search directions based on new kernel function to solve the monotone semidefinite linear complementarity problem by primal-dual interior point algorithm. We show that this algorithm based on this function benefits from the best polynomial complexity, namely $ O(\sqrt{n}(\log n)^{2}\log\dfrac{n}{\epsilon})$. The implementation of the algorithm showed a great improvement concerning the time and the number of iterations.
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