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Title: An infeasible interior-point algorithm for monotone linear complementarity problems based on a finite hyperbolic kernel function (English)
Author: Guerdouh, Safa
Author: Chikouche, Wided
Author: Kheirfam, Behrouz
Language: English
Journal: Kybernetika
ISSN: 0023-5954 (print)
ISSN: 1805-949X (online)
Volume: 62
Issue: 1
Year: 2026
Pages: 55-76
Summary lang: English
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Category: math
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Summary: This paper concerns an infeasible kernel-based interior-point algorithm (IPA) for monotone linear complementarity problems (LCPs). Our algorithm differs from other existing algorithms in the literature since its feasibility step is induced by a finite hyperbolic barrier term. The convergence analysis shows that the proposed algorithm is well-defined and its complexity bound coincides with the currently best-known iteration bound of infeasible interior-point methods for monotone LCPs. Moreover, the practical performance of our algorithm is validated by some extensive numerical tests. To the best of our knowledge, this is the first full-Newton step infeasible IPA based on a hyperbolic kernel function for solving monotone LCPs. (English)
Keyword: linear complementarity problems
Keyword: infeasible interior-point method
Keyword: kernel function
Keyword: polynomial complexity
MSC: 90C33
MSC: 90C51
DOI: 10.14736/kyb-2026-1-0055
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Date available: 2026-03-03T19:38:02Z
Last updated: 2026-03-03
Stable URL: http://hdl.handle.net/10338.dmlcz/153535
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