Full-Newton Step Interior-Point Algorithm For Monotone Horizontal Linear Complementarity Problem

Abstract

This dissertation presents a study and analysis of a full-Newton step interior-point algorithm for solving the monotone horizontal linear complementarity problem. New default values were introduced for the barrier parameter θ and the threshold τ, while the classical Newton search direction was retained. This study, leads to compute the polynomial complexity for this algorithm. Numerical experiments were conducted to evaluate the efficiency of the proposed approach