一类非单调线性互补问题的高阶Dikin型仿射尺度算法  

A HIGH-ORDER DIKIN TYPE AFFINE SCALING ALGORITHM FOR A CLASS OFNONMONOTONIC LINEAR COMPLEMENTARY PROBLEMS

作　　者：张明望[1] 

机构地区：[1]三峡大学理学院,湖北宜昌443000

出　　处：《数学杂志》2004年第5期585-590,共6页Journal of Mathematics

基　　金：湖北省教育厅重点科研项目基金资助 (2 0 0 2 0 530 1 2 )

摘　　要：对于一类非单调线性互补问题提出了一个新算法 :高阶Dikin型仿射尺度算法 .算法的每步迭代 ,基于线性规划Dikin原始 对偶算法思想来求解一个线性方程组得到迭代方向 ,再适当选取步长 。In this paper, a new interior point algorithm-high-order Dikin type affine scaling for a class of nonmonotonic linear complementary problems is developed. On the basis of idea of Dikin type primal-dual affine scaling method for linear programming, the search direction of our algorithm is obtained by solving a linear system of equation at each step. We show that, by choosing the step size appropriately, the algorithm has polynomial time complexity.

关 键 词：非单调线性互补问题 高阶Dikin型仿射尺度算法 计算复杂性 

分 类 号：O222[理学—运筹学与控制论]