A superquadratic infeasible-interior-point method for linear complementarity problems

We consider a modication of a path-following infeasible-interior-point algorithm described by Wright. In the new algorithm, we attempt to improve each major iterate by reusing the coecient matrix factors from the latest step. We show that the modied algorithm has similar theoretical global convergence properties to those of the earlier algorithm, while its asymptotic convergence rate can be made superquadratic by an appropriate parameter choice.