@book{0b932bcb0d0d48f7a741faf83d55aecd,

title = "New Variant on the Mizuno–Todd–Ye Predictor–corrector Algorithm for the Sufficient Matrix Linear Complementarity Problem",

abstract = "We analyze a version of the Mizuno-Todd-Ye predictor-corrector interior point algorithm for the P*(k)-matrix linear complementarity problem (LCP). We assume the existence of a strictly positive feasible solution. Our version of the Mizuno-Todd-Ye predictor-corrector algorithm is a generalization of Potra's (2002) conclusions on the LCP with P*(k)-matrices. To derive a formulation of the complexity for this algorithm we are using a ||{v}^{-1}-{v}|| proximity measure like Potra. Our algorithm is different from Miao's method (1995) in both the proximity measure used and the way of updating the centrality parameter. Our analysis is easier than the previosly stated results. We also show that the complexity of our algorithm is O((1+k))3/2nL.",

keywords = "linear complementarity problem, interior point method, Mizuno–Todd–Ye predictor-corrector algorithm.",

author = "Tibor Ill{\'e}s and Marianna Nagy",

year = "2004",

month = oct,

language = "English",

volume = "2004",

series = "Operations Research Report",

publisher = "E{\"o}tv{\"o}s Lor{\'a}nd University",

}