A Mehrotra-type second-order predictor–corrector algorithm for nonlinear complementarity problems over symmetric cones.

This paper presents a Mehrotra-type predictor–corrector algorithm for monotone nonlinear complementarity problems over symmetric cones. The proposed algorithm is a second-order predictor–corrector interior point algorithm. Based on a one-norm wide neighbourhood, the iteration complexity of the algorithm is estimated and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable. [ABSTRACT FROM AUTHOR]