| An O（rL） Infeasible Interior-point Algorithm for Symmetric Cone LCP via CHKS Function |
| |
| 作者姓名： | Zi-yan Luo Nai-hua Xiu |
| |
| 作者单位： | [1]Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, China [2]Department of Mathematics, School of Science, Beijing Jiaotong University; Key Laboratory of Communication and Information System （Beijing Jiaotong University）, Beijing Municipal Commission of Education, Beijing 100044, China |
| |
| 基金项目： | Supported by the National Natural Science Foundation of China （No. 10671010） and Specialized Research Fund for the Doctoral Program of Higher Education （200800040024）. |
| |
| 摘 要： | 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.
|
| 关 键 词： | 运算法则 相称性 LCP CHKS 数学分析 |
An $$
\mathcal{O}
$$( rL) infeasible interior-point algorithm for symmetric cone LCP via CHKS function |
| |
| Zi-yan Luo,Nai-hua Xiu.An $$
\mathcal{O}
$$( rL) infeasible interior-point algorithm for symmetric cone LCP via CHKS function[J].Acta Mathematicae Applicatae Sinica,2009,25(4):593-606. |
| |
| Authors: | Email author" target="_blank">Zi-yan?LuoEmail author Nai-hua?Xiu |
| |
| Institution: | 1.Department of Mathematics, School of Science,Beijing Jiaotong University,Beijing,China;2.Key Laboratory of Communication and Information System (Beijing Jiaotong University),Beijing Municipal Commission of Education,Beijing,China |
| |
| Abstract: | In this paper, we propose a theoretical framework of an infeasible interior-point algorithm for solving monotone linear complementarity
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 $
\mathcal{O}
$
\mathcal{O}
(rL) polynomial-time complexity under the monotonicity and solvability of the SCLCP. |
| |
| Keywords: | Infeasible interior-point algorithm symmetric cone linear complementarity problem monotonicity polynomial complexity |
| 本文献已被 维普 SpringerLink 等数据库收录！ |
