求解P_*(κ)-阵线性互补问题的高阶仿射尺度内点算法  

A high-order affine scaling interior-point algorithm for solving P_*(κ)-matrix linear complementarity problems

作　　者：龚小玉[1] 张明望[2] 

机构地区：[1]茂名学院理学院,广东茂名525000 [2]三峡大学理学院,湖北宜昌443002

出　　处：《纯粹数学与应用数学》2008年第4期699-705,共7页Pure and Applied Mathematics

基　　金：湖北省教育厅自然科学重点科研基金资助项目(D200613009)

摘　　要：对P*(κ)-阵线性互补问题提出了一种高阶内点算法.算法的每步迭代是基于线性规划原始-对偶仿射尺度算法的思想来确定迭代方向,再通过适当选取步长,得到算法的多项式复杂性.This paper provides a high-order inteiior-point algorithm for solving P＊（K）-matrix linear complementary problems. On the basis of the idea of primal-dual affine scaling method for linear programming, the search direction of our algorithm is obtained by a linear system of equation at each iteration. And an appropriate step size is giver approximately, such that the algorithm has polynomial time complexity.

关 键 词：互补问题 高阶仿射尺度 多项式复杂性 内点算法 P＊(K)-矩阵 

分 类 号：O221[理学—运筹学与控制论]