摘要
对于一类非单调线性互补问题提出了一个新算法 :高阶Dikin型仿射尺度算法 .算法的每步迭代 ,基于线性规划Dikin原始 对偶算法思想来求解一个线性方程组得到迭代方向 ,再适当选取步长 。
In this paper, a new interior point algorithm-high-order Dikin type affine scaling for a class of nonmonotonic linear complementary problems is developed. On the basis of idea of Dikin type primal-dual affine scaling method for linear programming, the search direction of our algorithm is obtained by solving a linear system of equation at each step. We show that, by choosing the step size appropriately, the algorithm has polynomial time complexity.
出处
《数学杂志》
CSCD
北大核心
2004年第5期585-590,共6页
Journal of Mathematics
基金
湖北省教育厅重点科研项目基金资助 (2 0 0 2 0 530 1 2 )
关键词
非单调线性互补问题
高阶Dikin型仿射尺度算法
计算复杂性
nonmonotonic linear complementary problem
high\|order Dikin type affine scaling method
computational complexity
