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一类非单调线性互补问题的高阶仿射尺度算法
引用本文:张明望,黄崇超.一类非单调线性互补问题的高阶仿射尺度算法[J].计算数学,2004,26(1):37-46.
作者姓名:张明望  黄崇超
作者单位:1. 武汉大学数学与统计学院,武汉,430072
2. 三峡大学理学院,宜昌,443002
基金项目:教育部骨干教师资助计划,湖北省教育厅重点科研项目(2002053012)基金资助.
摘    要:In this paper, a new interior point algorithm-high-order atone scaling for a class of nonmonotonic linear complementary problems is developed. On the basis of idea of primal-dual affine scaling method for linear programming , the search direction of our algorithm is obtained by a linear system of equation at each step . We show that, by appropriately choosing the step size, the algorithm has polynomial time complexity. We also give the numberical results of the algorithm for two test problems.

关 键 词:高阶仿射尺度算法  非单调线性互补  收敛性  数学规划  特征值

A HIGH-ORDER AFFINE SCALING ALGORITHM FOR A CLASS OF NONMONOTONIC LINEAR COMPLEMENTARY PROBLEMS
Zhang Mingwang Huang Chongchao.A HIGH-ORDER AFFINE SCALING ALGORITHM FOR A CLASS OF NONMONOTONIC LINEAR COMPLEMENTARY PROBLEMS[J].Mathematica Numerica Sinica,2004,26(1):37-46.
Authors:Zhang Mingwang Huang Chongchao
Institution:Zhang Mingwang Huang Chongchao (College of Science, Three Gorges University, Yichang, 443000; School of Mathematics and Statistics, Wuhan University, Wuhan, 430072)
Abstract:In this paper, a new interior point algorithm-high-order affine scaling for a class of nonmonotonic linear complementary problems is developed . On the basis of idea of primal-dual affine scaling method for linear programming , the search direction of our algorithm is obtained by a linear system of equation at each step . We show that, by appropriately choosing the step size, the algorithm has polynomial time complexity. We also give the numberical results of the algorithm for two test problems.
Keywords:Nonmonotonic linear complementary problem  high-order affine scaling method  Computational complexity  
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