期刊文献+

求解P_*(k)线性互补问题的不可行路径追踪算法

Infeasible Path-following Algorithm for P_*(k) Linear Complementary Problems
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摘要 提出了一种求解P*(k)线性互补问题的不可行路径追踪内点新的算法,此算法可以取任意正的初始点,并证明了算法的代数复杂度;最后通过数值试验说明了算法的有效性和稳定性. A new infeasible path-following interior-point algorithm for P* (K) linear complementary problems is presented. Arbitrary positive initial point can be get in the algorithm, and the algebra complexity is also proved. Finally, the efficiency and stability of the algorithm are verified by numerical tests.
出处 《新乡学院学报》 2012年第2期100-102,共3页 Journal of Xinxiang University
基金 河南省教育厅自然科学研究计划项目(2011C11000) 新乡学院科技创新基金项目(201124)
关键词 线性互补问题 路径追踪算法 内点算法 代数复杂度 linear complementary problem path-following algorithms interior-point algorithms algebra complexity
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参考文献5

  • 1KOJIMA M, MEGIDDO N, NOMA T, et al. A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems [M]. New York: Springer-Verlag, 1991: 7-47.
  • 2COTTLE R W, PANG J S, STONE R E. The Linear Complementarity Problem[M]. Boston: Academic Press, 1992: 1-37.
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  • 4POTRA F A, SHENG R. Predictor-corrector Algorithm for Solving P,(k)-matrix LCP from Arbitrary Positive Starting Points[J]. Math Program, 1996, 76: 223-244.
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