The complexity of high-order predictor-corrector methods for solving sufficient linear complementarity problems

Abstract

Abstract Recently the authors of this paper and S. Mizuno described a class of infeasible-interiorpoint methods for solving linear complementarity problems that are sufficient in the sense of R.W. Cottle, J.-S. Pang and V. Venkateswaran (1989) Sufficient matrices and the linear complementarity problemLinear Algebra AppL 114/115,231-249. It was shown that these methods converge superlinearly with an arbitrarily high order even for degenerate problems or problems without strictly complementary solution. In this paper the complexity of these methods is investigated. It is shown that all these methods, if started appropriately, need predictor-corrector steps to find an e-solution, and only steps, if the problem has strictly interior points. HereK is the sufficiency parameter of the complementarity problem. Keywords: Horizontal linear complementarity problemssufficient matricesinfeasible interior-point-paths