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Demonstrates a new algorithm for solving linear complementarity problems, highlighting its efficiency in computation.
In this paper, we present and analyze a large-update interior-point algorithm for P * (κ) linear complementarity problem. The search directions are introduced based on a new class of hyperbolic kernel functions. To the best of our knowledge, this class of kernel functions differs from all the existing hyperbolic kernel functions in the literature by having a growth term that is between linear and quadratic. By establishing some technical lemmas, we show that the algorithm has favorable complexity results. Some numerical results illustrate the efficiency of the algorithm.
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Ma et al. (2026) studied this question.
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