Predictor-Corrector Interior-Point Algorithm for the General Linear Complementarity Problem

We study a predictor-corrector interior-point algorithm for solving general linear complementarity problems from the implementation point of view. We analyze the method proposed by Illés, Nagy and Terlaky that extends the algorithm published by Potra and Liu to general linear complementarity problems. A new method for determining the step size of the corrector direction is presented. Using the code implemented in the C++ programming language, we can solve large-scale problems based on sufficient matrices