Implementation of Interior-point Methods for P*(k)-LCP Based on New Search Direction

Implementation of Interior-point Methods for P*(k)-LCP Based on New Search Direction

In this paper, we present an interior-point algorithm for solving p*(k)-linear complementarity problem. The specificity of our method is to compute Newton's step using a modified system of the centrality equation. For this reason, we consider three know function in the literature applied in the centrality equation, so a new Newton's direction are determined. The convergence of these algorithms is accomplished. This search is followed by comparative study between the numerical result obtained through these three functions.

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  • Zs. DARVAY , "New interior-point algorithms in linear programming"; AdvancedModeling and Optimization, 5(1), 51-92 , (2003).