A modified infeasible interior-point algorithm for P*(κ)-HLCP over symmetric cones

An improved version of infeasible interior-point algorithm for [Formula: see text] horizontal linear complementarity problem over symmetric cones is presented. In the earlier version (optimization, doi: 10.1080/02331934.2015.1062011) each iteration of the algorithm consisted of one so-called feasibility step and some centering steps. The main advantage of the modified version is that it uses only one feasibility step in each iteration and the centering steps not to be required. Furthermore, giving a complexity analysis of the algorithm, we derive the currently best-known iteration bound for infeasible interior-point methods.