A novel corrector–predictor interior-point algorithm for P_*(κ)-weighted linear complementarity problems based on an AET function

This paper considers (Formula presented.) -Weighted Linear Complementarity Problems (WLCPs) and gives a novel corrector–predictor interior-point algorithm (IPA) based on an algebraic equivalent transformation function. The strict feasibility and convergence of our proposed method for (Formula presented.) -WLCP are established. In particular, we demonstrate that the iteration bound of the algorithm enjoys a polynomial complexity bound, which is comparable to the best available one for such existing IPAs. Finally, the proposed corrector–predictor IPA is applied to a small set of numerical examples to support the viability and efficiency of the algorithm and illustrate potential for the efficient implementation.