A superquadratic infeasible-interior-point method for linear complementarity problems

The authors consider a modification of a path-following infeasible-interior-point algorithm described by Wright. In the new algorithm, they attempt to improve each major iterate by reusing the coefficient matrix factors from the latest step. The authors show that the modified algorithm has similar theoretical global convergence properties to those of the earlier algorithm, while its asymptotic convergence rate can be made superquadratic by an appropriate parameter choice.