Full-Newton-Step Infeasible Interior-Point Method for LCP That Requires Only One Step Per Iteration
An improved version of an infeasible full Newton-step interior-point method for linear complementarity problem is considered. In the ear-lier version, each iteration consisted of one infeasibility step and a few centering steps per iteration while in this version each iteration consists of only one infeasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after an infeasibil-ity step. However, the best iteration bound known for these types of methods is still achieved.
European Conference on Operational Research (EURO)
"Full-Newton-Step Infeasible Interior-Point Method for LCP That Requires Only One Step Per Iteration."
Mathematical Sciences Faculty Presentations.