摘要
对单调线性互补问题提出了一种非精确不可行内点算法.该算法的迭代方向仅需要达到一个相对的精度.在初始点位于中心线的某邻域内的假设下,证明了算法的全局收敛性.
An inexact infeasible-interior algorithm for montonic linear complementary problems is developed. The algorithm use the inexact search directions that are computed with only moderate accuracy. Under assumption that initail point is in the neighborhood of the central path,the global convergence of the algorithm is proved.
出处
《三峡大学学报（自然科学版）》
CAS
2003年第4期359-362,共4页
Journal of China Three Gorges University：Natural Sciences
基金
湖北省教育厅重点科研项目(2002053012)
关键词
单调线性互补问题
非精确不可行内点算法
半正定矩阵
收敛性
迭代方向
monotonic linear complementary problem
infeasible-interior-point algorithm
inexact search direction
global convergence
