A Class of Path-Following Interior-Point Methods for $$P_*(\kappa )$$P∗(κ)-Horizontal Linear Complementarity Problems

In this paper, a class of polynomial interior-point algorithms for $$P_*\left(\kappa \right)$$P∗κ-horizontal linear complementarity problems based on a new parametric kernel function is presented. The new parametric kernel function is used both for determining the search directions and for measuring the distance between the given iterate and the $$\mu $$μ-center of the problem. We derive the complexity analysis for the algorithm, both with large and small updates.

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