基于势下降内点算法的障碍自由边界问题求解  

Solving Obstacle and Free Boundary Problem Based on Potential-reduction Interior Point Algorithm

作　　者：雍龙泉[1] 

机构地区：[1]陕西理工学院数学系,陕西汉中723001

出　　处：《德州学院学报》2010年第6期20-25,共6页Journal of Dezhou University

基　　金：陕西省教育厅自然科学研究项目(093K381)

摘　　要：研究了一类数学物理障碍问题,利用差分原理将数学物理障碍问题归结为单调线性互补问题,给出求解单调线性互补问题的势下降内点算法,并证明该算法经过多项式次迭代之后收敛到原问题的一个最优解.该方法具有易于理解及实现方便等特点,数值实验结果证实了该算法的有效性与可靠性.This paper transform the primal studies a kind of obstacle problems, and making use of the difference theory, we problem into monotone linear complementarity problems, then we establish potential --reduction interior point algorithm for monotone linear complementarity problem and proved its global convergence. The reliability and efficiency of this algorithm are demonstrated by the numerical experiments of standard LCP in mathematical way and the examples of obstacle and free boundary problem.

关 键 词：障碍问题 单调线性互补问题 势下降内点算法 

分 类 号：O221.2[理学—运筹学与控制论]