The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path

The Mizuno–Todd–Ye predictor–corrector method based on two neighborhoods DðaÞ� DðaÞ of the central path of a monotone homogeneous linear complementarity problem is analyzed, where DðaÞ is composed of all feasible points with d-proximity to the central path less than or equal to a. The largest allowable value for a is� 1.76. For a specific choice of a and a a lower bound of vn= ffiffiffi n p is obtained for the stepsize along the affine-scaling direction, where vn has an asymptotic value greater than 1.08. For n P 400 it is shown that vn > 1:05. The algorithm has Oð ffiffiffi n p LÞ-iteration

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