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一类新的求解P_*(κ)阵线性互补问题的多项式内点算法

A New Class of Polynomial Interior-Point Algorithm for P_*(κ) Linear Complementarity Problems
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摘要 利用核函数及其性质,对P*(K)阵线性互补问题提出了一种新的宽邻域不可行内点算法.对核函数作了一些适当的改进,所以是不同于Peng等人介绍的自正则障碍函数.最后证明了算法具有近似0((1+2k)n3/4;lognμo/ε)多项武复杂性,是优于传统的基于对数障碍函数求解宽邻域内点算法的复杂性. In this paper, we propose a new large-update interior-point algorithm for P*(k) linear complementarity problems based on kernel functions .We improve some mild conditions on the kernel functions and give a new class of kernel functions .so it is different from the selfregular, functions introduced by Peng. Finally, we show that the complexity of the algorithm 3 has so far worst case O((1 + 2k)n3/4 lognμo/ε),which is better than the classical large-update algorithm based on the classical logarithmic barrier functions.
出处 《数学的实践与认识》 CSCD 北大核心 2011年第3期192-201,共10页 Mathematics in Practice and Theory
基金 国家自然科学基金(71071119)
关键词 互补问题 内点算法 多项式复杂性 核函数 宽邻域 complementarity problem interior-point algorithm polynomial-time complexity kernel function large-update
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参考文献8

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