An algorithm based on weighted logarithmic barrier functions for linear complementarity problems

Abstract EN

In this paper, we propose a method for a class of linear complementarity problems with positive semi-definite matrices, based on the weighted logarithmic barrier functions.

We use one-step Newton’s iteration to solve the weighted perturbed complementarity equations to follow the path of weighted centers, starting at any known initial strictly feasible point on the solution path, and thus having more flexibility in choosing the path to be followe