A new predictor-corrector interior point algorithm for solving monotone linear complementarity problems (LCP) is proposed, and it is shown to be superlinearly convergent with at least order 1.5, even if the LCP has no strictly complementary solution. Unlike Mizuno's recent algorithm, the fast local convergence is attained without any need for estimating the optimal partition.
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Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number
9656/a.