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| 线性互补问题的宽邻域预估校正算法 | |
| 引用本文： | 龚小玉,胡振鹏,王先甲. 线性互补问题的宽邻域预估校正算法[J]. 数学的实践与认识, 2012, 42(7): 226-231 |
| 作者姓名： | 龚小玉 胡振鹏 王先甲 |
| 作者单位： | 1. 武汉大学水利水电学院系统工程研究所,湖北武汉430072;广东石油化工学院理学院数学系,广东茂名525000 2. 武汉大学水利水电学院系统工程研究所,湖北武汉,430072 3. 武汉大学经济与管理学院,湖北武汉,430072 |
| 基金项目： | 国家自然科学基金项目资助 |
| 摘 要： | 对线性互补问题提出了一种新的宽邻域预估校正算法,算法是基于经典线性规划路径跟踪算法的思想,将Maziar Salahi关于线性规划预估校正算法推广到线性互补问题中,给出了算法的具体迭代步骤并讨论了算法迭代复杂性,最后证明了算法具有多项式复杂性为O(ηlog(X~0)~Ts~0/ε)。 |
| 关 键 词： | 内点算法 线性互补问题 预估校正算法 多项式复杂性 |
A Large-Update Predictor-Correcting Algorithm for Linear Complementarity Problem |
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| GONG Xiao-yu , HU Zhen-peng , WANG Xian-jia. A Large-Update Predictor-Correcting Algorithm for Linear Complementarity Problem[J]. Mathematics in Practice and Theory, 2012, 42(7): 226-231 | |
| Authors: | GONG Xiao-yu HU Zhen-peng WANG Xian-jia |
| Affiliation: | 1.School of Water Resources and Hydropower,Wuhan University,Wuhan 430072,China) (2.Department of Mathematics,Guangdong University of Petrochemical Technology,Maoming 525000,China) (3.School of Political Science and Public Management,Wuhan University,Wuhan 430072,China) |
| Abstract: | Based on the idea of interior-point algorithm for linear programming.We describe a new wide neighborhood predictor-corrector interior-point algorithm for linear complemen- tarity.Our algorithm can be an extension of Maziar Salahi’s predictor-corrector algorithm for linear programming.The concrete step of the algorithm are introduced in this paper.At last, we also show that the iteration complexity of our algorithm is O(n log(x~0)~Ts~0/ε). |
| Keywords: | interior-point algorithm linear complementarity problem predictor-corrector algorithm polynomial-time complexity |
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