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AN ASYMPTOTICAL O((k + 1)n^3L) AFFINE SCALING ALGORITHM FOR THE P_*(k)-MATRIX LINEAR COMPLEMENTRITY PROBLEM 被引量:2

AN ASYMPTOTICAL O((k + 1)n^3L) AFFINE SCALING ALGORITHM FOR THE P_*(k)-MATRIX LINEAR COMPLEMENTRITY PROBLEM
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摘要 Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P-*(kappa)-matrix linear complementarity problem (LCP). Form using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically O((kappa + 1)root nL) and O((kappa + 1)n(3)L) respectively. Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P-*(kappa)-matrix linear complementarity problem (LCP). Form using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically O((kappa + 1)root nL) and O((kappa + 1)n(3)L) respectively.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2001年第2期177-186,共10页 计算数学(英文)
关键词 linear complementarity problem P*(k)-matrix affine scaling algorithm linear complementarity problem P*(k)-matrix affine scaling algorithm
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