Path-following interior-point algorithm for monotone linear complementarity problems

This paper presents a path-following full-Newton step interior-point algorithm for solving monotone linear complementarity problems. Under new choices of the defaults of the updating barrier parameter theta and the threshold tau which defines the size of the neighborhood of the central-path, we show that the short-step algorithm has the best-known polynomial complexity, namely, O(root n log n/epsilon). Finally, some numerical results are reported to show the efficiency of our algorithm.