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1.
对水平线性互补问题提出了一种广义中心路径跟踪算法.任意的原始-对偶可行内点均可作为算法的初始点.每步迭代选择“仿射步”与“中心步”的凸组合为新的迭代方向,采用使对偶间隙尽可能减小的最大步长.算法的迭代复杂性为O(√nL).  相似文献   

2.
1引言与记号单调线性互补问题和线性规划问题的原始-对偶路径跟踪算法,1989年的文献[1、2]分别首先提出。以后又出现了一些改进的算法。早期的原始-对偶路径跟踪算法及其改进算法的迭代点列大都是在包含中心路径C的一个2-范数的窄邻域里,这种可行内点算法通常理论上具有最好的迭代复杂性O(n~(1/2)L),但是由于窄邻域极大地限制了迭代步长,实  相似文献   

3.
基于一个连续可微函数,通过等价变换中心路径,给出求解线性权互补问题的一个新全牛顿步可行内点算法.该算法每步迭代只需求解一个线性方程组,且不需要进行线搜索.通过适当选取参数,分析了迭代点的严格可行性,并证明算法具有线性优化最好的多项式时间迭代复杂度.数值结果验证了算法的有效性.  相似文献   

4.
本文研究了单调线性互补问题的一种内点算法.利用牛顿方向和中心路径方向,获得了求解单调线性互补问题的一种内点算法,并证明该算法经过多项式次迭代之后收敛到原问题的一个最优解.数值实验表明此方法是有效的.  相似文献   

5.
求解一类非单调线性互补问题的路径跟踪法及其计算复杂性   总被引:12,自引:0,他引:12  
何尚录  徐成贤 《计算数学》2001,23(3):299-306
1.引言及记号 线性互补问题的一般形式是;求(x,s)         使其中 众所周知,当Ω+非空时,单调线性互补问题可在多项式时间内求解,而且人们已经设计出了多种求解单调线性互补问题的有效的内点算法(见[1]和[7]).然而,对于求解非单调线性互补问题的内点算法的研究可以说才刚刚开始.文[2]讨论了当M为P矩阵时问题(1)的中心路径的存在唯一性;文[3]给出了设计求解一类非单调线性互补问题的内点算法的一般框架;文[4]给出了求解一类非单调线性互补问题的一种势能函数约减法并讨论了其算法的计算复杂…  相似文献   

6.
Stoer,Wechs,和Mizuno最近提出了一个求解P_*(k)水平线性互补问题的不可行内点算法,他们的算法能在有限不内得到问题的一个精确解,但是没有讨论算法的多项式复杂性.本文提出一个能得到P_*(k)水平线性互补问题精确极大互补解的不可行内点算法,通过使用条件数和误差界理论,我们证明了所给算法是多项式有界的.  相似文献   

7.
黄正海  钱道翠 《应用数学》1999,12(2):115-120
本文考虑求解退化单调线性互补问题的一类不可行内点算法,其中嵌入一个恢复算法,给出了用这类算法产生所考虑问题的一个精确极大互补解的复杂性.  相似文献   

8.
Stoer,Wechs,和Mizuno最近提出了一个求解P*(k)水平线性互补问题 的不可行内点算法,他们的算法能在有限不内得到问题的一个精确解,但是没有讨论算法的多项式复杂式。本文提出一个能得到P*(k)水平线性互补问题精确极大互补解的不可行内点算法,通过使用条件数和误差界理论,我们证明了所给算法是多项式有界的。  相似文献   

9.
本文对P_*(κ)线性互补问题设计了一种基于核函数的全-Newton步不可行内点算法,是对Mansouri等人提出的单调线性互补问题全-Newton步不可行内点算法的改进与推广.算法的主迭代由一个可行步和几个中心步构成且可行步采用小步校正.通过建立和应用一些新的技术性结果,证明了算法的多项式复杂性为O((1+2κ)~(3/2)(1og_2log_264(1+2κ))nlogmax{(x0)Ts0,||r0||}/ε),当k=0时,与当前单调线性互补问题的不可行内点算法最好的迭代复杂性界一致.最后,用Matlab数值实验验证了算法的可行性.  相似文献   

10.
为了克服内点算法初始点不易给出的缺陷,本文给出了一个求解单调非线性互补问题的不可行内点算法,并证明了算法的收敛性。  相似文献   

11.
《Optimization》2012,61(3):225-233
The literature in the field of interior point methods for linear programming has been almost exclusively algorithm oriented. Recently Güler, Roos, Terlaky and Vial presented a complete duality theory for linear programming based on the interior point approach. In this paper we present a more simple approach which is based on an embedding of the primal problem and its dual into a skew symmetric self-dual problem. This embedding is essentially due Ye, Todd and Mizuno

First we consider a skew symmetric self-dual linear program. We show that the strong duality theorem trivally holds in this case. Then, using the logarithmic barrier problem and the central path, the existence of a strictly complementary optimal solution is proved. Using the embedding just described, we easily obtain the strong duality theorem and the existence of strictly complementary optimal solutions for general linear programming problems  相似文献   

12.
In this paper a high-order feasible interior point algorithm for a class of nonmonotonic (P-matrix) linear complementary problem based on large neighborhoods of central path is presented and its iteration complexity is discussed.These algorithms are implicitly associated with a large neighborhood whose size may depend on the dimension of the problems. The complexity of these algorithms bound depends on the size of the neighborhood. It is well known that the complexity of large-step algorithms is greater than that of short- step ones. By using high-order power series (hence the name high-order algorithms), the iteration complexity can be reduced. We show that the upper bound of complexity for our high-order algorithms is equal to that for short-step algorithms.  相似文献   

13.
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R. W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231–249). We show that these paths converge to a central point of the set of solutions. It is also shown that these are analytic functions of the path parameter even at the limitpoint, if the complementarity problem has a strictly complementary solution, and have a simple branchpoint, if it is solveable, but has no strictly complementarity solution.  相似文献   

14.
In this paper, we propose a theoretical framework of an infeasible interior-point algorithm for solving monotone linear cornplementarity problems over symmetric cones (SCLCP). The new algorithm gets Newton-like directions from the Chen-Harker-Kanzow-Smale (CHKS) smoothing equation of the SCLCP. It possesses the following features: The starting point is easily chosen; one approximate Newton step is computed and accepted at each iteration; the iterative point with unit stepsize automatically remains in the neighborhood of central path; the iterative sequence is bounded and possesses (9(rL) polynomial-time complexity under the monotonicity and solvability of the SCLCP.  相似文献   

15.
A new primal extreme point algorithm for solving capacitated transportation problems is developed in this paper. This algorithm, called the generalized alternating path (GAP) algorithm, is a special purpose method specifically designed to take advantage of the often pervasive primal degeneracy of transportation problems.  相似文献   

16.

This paper presents an interior point algorithm for solving linear optimization problems in a wide neighborhood of the central path introduced by Ai and Zhang (SIAM J Optim 16:400–417, 2005). In each iteration, the algorithm computes the new search directions by using a specific kernel function. The convergence of the algorithm is shown and it is proved that the algorithm has the same iteration bound as the best short-step algorithms. We demonstrate the computational efficiency of the proposed algorithm by testing some Netlib problems in standard form. To best our knowledge, this is the first wide neighborhood path-following interior-point method with the same complexity as the best small neighborhood path-following interior-point methods that uses the kernel function.

  相似文献   

17.
针对半定规划的宽邻域不可行内点算法,将牛顿法和预估校正法进行结合,构造出适当的迭代方向,提出一个修正的半定规划宽邻域不可行内点算法,并在适当的假设条件下,证明了该算法具有O(n~(1/3)L)的迭代复杂界.最后利用Matlab编程,给出了基于KM方向和NT方向的数值实验结果.  相似文献   

18.
Constrained shortest path problems have many applications in areas like network routing, investments planning and project evaluation as well as in some classical combinatorial problems with high duality gaps where even obtaining feasible solutions is a difficult task in general.We present in this paper a systematic method for obtaining good feasible solutions to hard (doubly constrained) shortest path problems. The algorithm is based essentially on the concept of efficient solutions which can be obtained via parametric shortest path calculations. The computational results obtained show that the approach proposed here leads to optimal or very good near optimal solutions for all the problems studied.From a theoretical point of view, the most important contribution of the paper is the statement of a pseudopolynomial algorithm for generating the efficient solutions and, more generally, for solving the parametric shortest path problem.  相似文献   

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