For the extended linear complementarity problem 11], we introduce and characterize column-suuciency, row-suuciency, and P-properties. These properties are then specialized to the vertical , horizontal, and mixed linear complementarity problems.
In this paper, by using the exponential convexity property of a barrier function, we propose an infeasible interior-point method for Cartesian P_*(k) horizontal linear complementarity problem over symmetric cones. The method uses Nesterov and Todd full steps, and we prove that the proposed algorithm is well define. The iteration bound coincides with the currently best iteration bound for the Ca...
In this paper, a monotone linear complementarity reformulation of the nonnegative least squares problems in inequality sense is introduced. Then Mehrotra’s predictor-corrector interior point algorithm is applied to solve the resulting monotone linear complementarity problem. Our numerical experiments on several randomly generated test problems show that Mehrotra’s algorithm overperforms the wid...