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1. A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem

H. Mansouri

Volume 23, Issue 3 , Summer 2012, , Pages 237-244

Abstract
  In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm ...  Read More