应用数学2017，Vol.30Issue(2)：337-343,7.
线性互补问题在宽邻域下的局部二次收敛算法
A Quadratically Convergent Algorithm in a Wide Neighborhood for Linear Complementarity Problems
摘要
Abstract
The algorithm,proposed by AI(2004) in his new wide neighborhood,can fill the gap between in theory and in practice for primal-dual interior-point methods.Based on the point,it is generalized to solve linear complementarity problems.In each iteration of the algorithm of AI,a linear combined direction is used,and a full step size along the direction is adequate for the next iterate point.It can be proved that the algorithm has an O(√nL) complexity bound,which is the best result so far.Furthermore,its quadratic convergence can be shown under the assumptation that a strictly complementary solution exists.Numerical tests show that it is effective.关键词
原-对偶内点法/宽邻域/线性互补问题/二次收敛Key words
Primal-dual interior-point method/Wide neighborhood/Linear complementarity problem/Quadratic convergence分类
数理科学引用本文复制引用
马晓珏,刘红卫..线性互补问题在宽邻域下的局部二次收敛算法[J].应用数学,2017,30(2):337-343,7.基金项目
国家自然科学基金(11301415,61303030),陕西省教育厅专项科研基金资助项目(15JK1651) （11301415,61303030）
