The Mizuno–Todd–Ye predictor–corrector method based on two neighborhoods D(α) ⊂ D(α) of the central path of a monotone homogeneous linear complementarity problem is analyzed, where D(α) is composed of all feasible points with δ-proximity to the central path less than or equal to α. The largest allowable value for α is ≈1.76. For a specific choice of α and α a lower bound of χn/√(n) is obtained for the stepsize along the affine-scaling direction, where χn has an asymptotic value greater than 1.08. For n ≥ 400 it is shown that χn > 1.05. The algorithm has O(√(n)L)-iteration complexity under general conditions and quadratic convergence under the strict complementarity assumption.
