A Strongly Polynomial Rounding Procedure Yielding a Maximally Complementary Solution for $P_*(\kappa)$ Linear Complementarity Problems

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Abstract
We deal with Linear Complementarity Problems (LCPs) with P () matrices. First we establishthe convergence rate of the complementary variables along the central path. The central path isparameterized by the barrier parameter , as usual. Our elementary proof reproduces the knownresult that the variables on, or close to the central path fall apart in three classes in which thesevariables are O(1); O() and O(p), respectively. The constants hidden in these bounds are expressedin, or bounded ...