Implementation of an Interior-point Algorithm for Linear Complementarity Problem Working in a Wide Neighborhood

Abstract

In this article, we study the interior-point algorithm for solving linear complementarity problems, published by Xiaouje Ma, Hongwei Liu, Jianke Zhang and Weijie Cong from the implementation point of view. The algorithm was implemented in C++ programming language, thus supporting the effectiveness of the method. Despite the fact that the theoretical results refer only to the monotone linear complementarity problem, practical testing showed that the algorithm also works well in more general cases.

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