Xiaoni Chi, Goran Lesaja, Guoqiang Wang, A corrector-predictor feasible interior-point algorithm for $P_{*}(\kappa)$-weighted linear complementarity problem based on the algebraic equivalent transformation

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DOI: 10.23952/jano.8.2026.1.05
Volume 8, Issue 1, 1 April 2026, Pages 79-106

Abstract. We present a corrector-predictor feasible interior-point algorithm for $P_{*}(\kappa)$ -weighted linear complementarity problems based on the new search directions derived from the specific algebraic equivalent transformation of the central path equations. The algorithm uses full-Newton step in the corrector iteration while the step size in the predictor iteration is determined in a simple way that avoids numerically expansive and complicated line search computations. Under suitable conditions, the algorithm achieves global convergence with polynomial iteration complexity matching the best-known bounds for these types of methods. Preliminary numerical results demonstrate potential efficiency and practical viability of the proposed method.

How to Cite this Article:
X. Chi, G. Lesaja, G. Wang, A corrector-predictor feasible interior-point algorithm for $P_{*}(\kappa)$ -weighted linear complementarity problem based on the algebraic equivalent transformation, J. Appl. Numer. Optim. 8 (2026), 79-106.