Interior-point algorithm based on general kernel function for monotone linear complementarity problem  

Interior-point algorithm based on general kernel function for monotone linear complementarity problem

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作  者:刘勇 白延琴 

机构地区:[1]Department of Mathematics,College of Sciences,Shanghai University,Shanghai 200444,P.R.China

出  处:《Journal of Shanghai University(English Edition)》2009年第2期95-101,共7页上海大学学报(英文版)

基  金:supported by the National Natural Science Foundation of China (Grant No.10771133);the Shanghai Pujiang Program (Grant No.06PJ14039)

摘  要:A polynomial interior-point algorithm is presented for monotone linear complementarity problem (MLCP) based on a class of kernel functions with the general barrier term, which are called general kernel functions. Under the mild conditions for the barrier term, the complexity bound of algorithm in terms of such kernel function and its derivatives is obtained. The approach is actually an extension of the existing work which only used the specific kernel functions for the MLCP.A polynomial interior-point algorithm is presented for monotone linear complementarity problem (MLCP) based on a class of kernel functions with the general barrier term, which are called general kernel functions. Under the mild conditions for the barrier term, the complexity bound of algorithm in terms of such kernel function and its derivatives is obtained. The approach is actually an extension of the existing work which only used the specific kernel functions for the MLCP.

关 键 词:monotone linear complementarity problem (MLCP) interior-point method kernel function polynomial complexity 

分 类 号:O221[理学—运筹学与控制论]

 

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