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.

(Revised 2/13/95)

Rutcor Research Report 7--95, March 1995 (revised, February, 1996).