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线性互补问题的内点正算法

An Interior Point Positive Algorithm for the Linear Complementarity Problems
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摘要 针对线性互补问题,提出了具有稳健性质的内点正算法,并证明了收敛性定理.此外,还做了一些数值试验,得到了很好的数值结果. An interior point positive algorithm for the linear complementarity problems are presented, and the convergence theorems of the algorithm are proved.In addition, some numerical experiments with fairly good rseults are also carried.
作者 马昌凤
出处 《长沙水电师院学报(自然科学版)》 1998年第2期118-122,共5页
关键词 线性互补问题 正算法 收敛性 Interior point positive algorithm Linear complementarity problems Convergence
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  • 1R. Leone. Partially and totally asynchronous algorithms for linear complementarity problems[J] 1991,Journal of Optimization Theory and Applications(2):235~249
  • 2R. Leone,O. L. Mangasarian,T-H Shiau. Multi-sweep asynchronous parallel successive overrelaxation for the nonsymmetric linear complementarity problem[J] 1990,Annals of Operations Research(1):43~54
  • 3O. L. Mangasarian,R. Leone. Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs[J] 1988,Annals of Operations Research(1):41~59
  • 4R. Leone,O. L. Mangasarian. Asynchronous parallel successive overrelaxation for the symmetric linear complementarity problem[J] 1988,Mathematical Programming(1-3):347~361
  • 5O. L. Mangasarian,R. Leone. Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs[J] 1987,Journal of Optimization Theory and Applications(3):437~446

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