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Tibor Illés (illesmath.elte.hu) Abstract: We analyze a version of the MizunoToddYe predictorcorrector interior point algorithm for the P_*(\kappa)matrix linear complementarity problem (LCP). We assume the existence of a strictly positive feasible solution. Our version of the MizunoToddYe predictorcorrector algorithm is a generalization of Potra's (2002) conclusions on the LCP with P_*(\kappa)matrices. To derive a formulation of the complexity for this algorithm we are using a 1/v  v proximity measure like Potra. Our algorithm is different from Miao's method (1995) in both the proximity measure used and the way of updating the centrality parameter. Our analysis is easier than the previosly stated results. We also show that the complexity of our algorithm is O((1+\kappa)^{3/2}\sqrt{n}L). Keywords: linear complementarity problem, sufficient matrix, P_*(\kappa)matrix, interior point method, MizunoToddYe predictorcorrector algorithm Category 1: Linear, Cone and Semidefinite Programming Category 2: Applications  OR and Management Sciences Citation: Operations Research Reports 0401, Eötvös Loránd University, H1117 Budapest, Pázmány Péter sétány 1/c Download: Entry Submitted: 11/29/2004 Modify/Update this entry  
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