Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity

@article{Stoer1998InfeasibleinteriorpointPF,
  title={Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity},
  author={Josef Stoer and Martin Wechs},
  journal={Math. Program.},
  year={1998},
  volume={83},
  pages={407-423}
}
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R.W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231-249). We show that these paths converge to a central point of the set of solutions. It is also shown… CONTINUE READING