Abstract. In this paper, we present a full-Newton step feasible interior-point algorithm for a P * (κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Furthermore, we derive the iteration bound for the algorithm, which coincides with the best-known iteration bound for these types of algorithms. Numerical results show that the proposed algorithm is competitive and reliable.
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