An Infeasible Interior-Point
Method for Linear Complementarity Problems
Evangelia Simantiraki and David Shanno
A research report that presents an infeasible interior-point
method to solve the linear complementarity problem is available
via anonymous ftp. The method is a modification of a method of
El-Bakry et al. for nonlinear programming.
The report contains the description of the algorithm, proof of
global convergence, infeasibility detection, and numerical results.
Rutcor Research Report 7--95,
March 1995 (revised, February, 1996).