应用数学2011，Vol.24Issue(4)：691-698,8.
P*(k)线性互补问题的Mehrotra型预估-校正算法复杂性分析
Complexity of Mehrotra-type Predictor-corrector Algorithm for Monotone Nonlinear Complementarity Problems
摘要
Abstract
In this paper we present a Mehrotra-type predictor-corrector algorithm for monotone nonlinear complementarity problem.The Mehrotra heuristic of our algorithm is different from others.Under a scaled Lipschitz condition,we show the algorithm has an O(n2 log ((x0 ) T S0/ε) ) iteration complexity,where (x0,s0) is initial point and ε is tolerance.关键词
非线性互补问题/Mehrotra型预估-校正算法/内点算法/尺度化的Lipschitz条件/多项式复杂性Key words
Nonlinear complementarity problem/Mehrotra-type predictor-corrector algorithrn/Interior point method/Scaled Lipschitz condition/Polynomial complexity分类
数理科学引用本文复制引用
李卫滑,张明望..P*(k)线性互补问题的Mehrotra型预估-校正算法复杂性分析[J].应用数学,2011,24(4):691-698,8.基金项目
Supported by the Natural Science Foundation of Hubei Province of China (2008CDZ047) （2008CDZ047）
