Implementation of Interior-point Methods for P*(k)-LCP Based on New Search Direction

Abstract

In this paper, we present an interior-point algorithm for solving p*(k)-linear complementarity problem. The specificity of our method is to compute Newton's step using a modified system of the centrality equation. For this reason, we consider three know function in the literature applied in the centrality equation, so a new Newton's direction are determined. The convergence of these algorithms is accomplished. This search is followed by comparative study between the numerical result obtained through these three functions.