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求解线性互补问题的一种势下降内点算法

A Modified Potential Reduction Algorithm for Linear Complementarity Problems
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摘要 针对带半正定矩阵的线性互补问题提出了一个新的内点方法-势函数下降内点方法,并采用部分校正技术和Sherman-Morrison-Woodbury准则,从而得到问题的近似最优解.最后讨论了该算法的收敛性,证明了该算法为多项式算法,通过算例对算法进行了数值实验。 This paper presents a new potential reduction interior point algorithm to solve the linear complementarity problems with positive semi-definite matrices. Using partial updating and the Sherman- Morrison-Woodbury rule on the top of potential reduction interior point algorithm, we can obtain a solution of the problem. The global convergence and polynomial complexity result for these algorithms are established and numerical experiment also included.
作者 王雪 姜庆华
机构地区 山东经济学院统计与数学学院
出处 《聊城大学学报（自然科学版）》 2007年第1期33-34,48,共3页 Journal of Liaocheng University:Natural Science Edition
关键词 线性互补问题 内点算法 势函数下降算法 数值实验 linear complementarity problems ,interior-point method ,potential reduction algorithm, numerical experiment
分类号 O221.2 [理学—运筹学与控制论]
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参考文献4

  • 1[1]KOJIMA M,MIZUNO S,YOSHISE A.An iteration potential reduction algorithm for linear complementarity problems[J].Mathematical Programming,1991,50:331～342.
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  • 4梁昔明.求解凸二次规划问题的势下降内点算法[J].高等学校计算数学学报,2002,24(1):81-86. 被引量：13

二级参考文献12

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共引文献12

聊城大学学报（自然科学版）
2007年 第1期

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