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Mehrotra-type predictor-corrector algorithm,as one of most efficient interior point methods,has become the backbones of most optimization packages.Salahi et al.proposed a cut strategy based algorithm for linear optimization that enjoyed polynomial complexity and maintained its efficiency in practice.We extend their algorithm to P*(κ)linear complementarity problems.The way of choosing corrector direction for our algorithm is different from theirs. The new algorithm has been proved to have an ο((1+4κ)(17+19κ) √(1+2κn)3/2log[(x0)Ts0/ε] worst case iteration complexity bound.An numerical experiment verifies the feasibility of the new algorithm. 相似文献
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Mehrotra型预估-校正算法是很多内点算法软件包的算法基础,但它的多项式迭代复杂性直到2007年才被Salahi等人证明.通过选择一个固定的预估步长及与Salahi文中不同的校正方向,本文把Salahi等人的算法拓展到单调线性互补问题,使得新算法的迭代复杂性为O(n log((x0)T s0/ε)),同时,初步的数值实验证明了新算法是有效的. 相似文献
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