Term of Award

Fall 2013

Degree Name

Master of Science in Mathematics (M.S.)

Document Type and Release Option

Thesis (open access)


Department of Mathematical Sciences

Committee Chair

Goran Lesaja

Committee Member 1

Alina Iacob

Committee Member 2

Alex Stokolos


In this thesis, we present a new Feasible Interior-Point Method (IPM) for Linear Complementarity Problem (LPC) over Symmetric Cones. The advantage of this method lies in that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. By suitable choice of parameters we prove the global convergence of iterates which always stay in the the central path neighborhood. A global convergence of the method is proved and an upper bound for the number of iterations necessary to find ε-approximate solution of the problem is presented.