In this study, we implement a variant of infeasible interior-point algorithm for solving monotone linear complementarity problems (LCP). We first reformulate the LCP as an minimization problem. Then descent iterative method is applied to latter. The direction computed via Newton method. However, maintaining positivity iterates, novel and efficient strategy proposed. Some numerical results are r...

We study uncertain linear complementarity problems (LCPs), that is, in which the LCP vector q or matrix M may contain parameters. To this end, we use concept of Γ-robust optimization applied to gap function formulation LCP. Thus, work builds upon Krebs and Schmidt (2020). There, studied Γ-robustified LCPs for ℓ1- box-uncertainty sets, whereas now focus on ellipsoidal uncertainty sets. For M, de...