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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 [1] that extends the algorithm published by Potra and Liu [2] 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.

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