一类非单调线性互补问题的宽邻域内点算法

An algorithm of wide-neighborhood interior point for a class of non-monotonic linear complementary problems

基于线性规划问题原始———对偶类内点算法的思想,讨论一类非单调线性互补问题,为其设计了一种新的算法———宽邻域内点算法,并讨论其多项式收敛性.与路径跟踪法相比较,该算法具有迭代过程简便,应用情景更加广阔等特点.

A new interior point algorithm--wideneighborhood interior point algorithm is presented for a class of nonmonotonic linear complementary problem, where the primaldual interior point for linear programming problem is taken as a basis of new algorithm. The convergence of its polynomial is also discussed. Considering the fact that new algorithm has a simple structure, it is not surprising that it is an efficient method compared to.