An Efficient Algorithm for Linear Complementarity Problems
Through some modifications on the classical-Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior-point algorithm for monotone horizontal linear complementarity problem. The complexity bound for the algorithm is derived, which is the best-known for linear complementarity problem.
Helen Zhang, Gang Shen and David Jin
L. P. Zhang and Y. H. Xu, "An Efficient Algorithm for Linear Complementarity Problems", Advanced Materials Research, Vols. 204-210, pp. 687-690, 2011