一个求解单调线性互补问题的不可行内点算法  

Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems

作　　者：岳玉静[1] 何冰洁[1] 蔡新中[1] 王国强[1] 

机构地区：[1]上海工程技术大学高等职业技术学院,上海200437

出　　处：《上海工程技术大学学报》2007年第2期162-165,共4页Journal of Shanghai University of Engineering Science

基　　金：上海高校选拔培养优秀青年教师科研专项基金资助项目(06XPYQ52)

摘　　要：基于核函数设计一个求解单调线性互补问题的不可行内点算法,在算法的每一步迭代中,只需要求解线性方程组得到新的搜索方向。然后,按照一定的线性搜索规则,选择合适的步长得到新的迭代点。数值实验结果显示该算法是有效的。An infeasible interior-point algorithm for monotone linear complementarity problems was presented At each iteration,only the linear coupled equations need to be solved for new search directions. By taking a step along the search direction with the step size defined by some line search rules, the new iteration was obtained. The numerical result shows that the algorithm is effective.

关 键 词：单调线性互补问题 内点算法 迭代界 多项式时间复杂性 

分 类 号：O212.2[理学—概率论与数理统计]