| 水平线性互补问题的广义中心路径跟踪算法 |
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| 引用本文： | 陈东海,张明望.水平线性互补问题的广义中心路径跟踪算法[J].应用数学,2011,24(2). |
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| 作者姓名： | 陈东海 张明望 |
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| 作者单位： | 三峡大学理学院,湖北宜昌,443002 |
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| 基金项目： | Supported by the Natural Science Foundation of Hubei Province (2008CDZD47) |
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| 摘 要： | 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).
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| 关 键 词： | 水平线性互补问题 内点方法 广义中心路径跟踪算法 多项式复杂性 |
General Central Path Following Algorithm for Horizontal Linear Complementarity Problem |
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| CHEN Donghai
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ZHANG Mingwang.General Central Path Following Algorithm for Horizontal Linear Complementarity Problem[J].Mathematica Applicata,2011,24(2). |
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| Authors: | CHEN Donghai ZHANG Mingwang |
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| Institution: | CHEN Donghai,ZHANG Mingwang (College of Science,China Three Gorges University,Yichang 443002,China) |
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| Abstract: | In this paper,a general central path following algorithm for monotone horizontal linear complementarity problem is presented.Any primal dual feasible interior point can be taken as initial point of the algorithm.At each iteration,we choose a new direction with the convex combination of the affine scaling step and centering step,and use a pure Newton step with the largest possible reduction in complementarity measure (duality gap).The algorithm maintains the O(nL) iteration complexity. |
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| Keywords: | Horizontal linear complementarity problem Interior point method General central path following algorithm Polynomial complexity |
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