Abstract

A higher order corrector-predictor interior-point method is proposed for solving sufficient linear complementarity problems. The algorithm produces a sequence of iterates in the $\caln_{\infty}^{-}$ neighborhood of the central path. The algorithm does not depend on the handicap k of the problem. It has $O((1+\kappa)\sqrt{n}L)$ iteration complexity and is superlinearly convergent even for degenerate problems.

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