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单调线性互补问题基于新的核函数的大步校正内点算法

龙冰 张明望

三峡大学学报(自然科学版)2011,Vol.33Issue(5):99-104,6.
三峡大学学报(自然科学版)2011,Vol.33Issue(5):99-104,6.

单调线性互补问题基于新的核函数的大步校正内点算法

A Large-update Interior-point Method for Monotonic Linear Complementarity Problems Based on a New Kernel Function

龙冰 1张明望1

作者信息

  • 1. 三峡大学理学院,湖北宜昌 443002
  • 折叠

摘要

Abstract

A large-update primal-dual interior-point method for monotonic linear complementarity problems based on a new kernel function is presented. The kernel function is strongly convex; and it is neither self-regular function nor the usual logarithmic function. Based on the new kernel function, new search direction and proximity measure are proposed. And using some appealing properties of the new function, the paper showsthat the new large-update method enjoys O(√n( logn)2 log (n/ε)) iteration, which reduce the gap between the practical behavior of the methods and the theoretical performance results.

关键词

单调线性互补问题/原始-对偶内点算法/核函数/大步校正算法/多项式复杂性

Key words

monotonic linear complementarity problem/ primal-dual interior-point method/ kernel function/large update method/polynomial complexity

分类

数理科学

引用本文复制引用

龙冰,张明望..单调线性互补问题基于新的核函数的大步校正内点算法[J].三峡大学学报(自然科学版),2011,33(5):99-104,6.

基金项目

湖北省自然科学基金项目(2008CDZ047) (2008CDZ047)

三峡大学学报(自然科学版)

OACSTPCD

1672-948X

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