A FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR P_*(κ) LINEAR COMPLEMENTARITY PROBLEM  

作　　者：ZHU Danhua ZHANG Mingwang 

机构地区：[1]College of Science,China Three Gorges University

出　　处：《Journal of Systems Science & Complexity》2014年第5期1027-1044,共18页系统科学与复杂性学报（英文版）

基　　金：supported by the Natural Science Foundation of Hubei Province under Grant No.2008CDZ047

摘　　要：This paper proposes a new infeasible interior-point algorithm with full-Newton steps for P_*(κ) linear complementarity problem(LCP),which is an extension of the work by Roos(SIAM J.Optim.,2006,16(4):1110-1136).The main iteration consists of a feasibility step and several centrality steps.The authors introduce a specific kernel function instead of the classic logarithmical barrier function to induce the feasibility step,so the analysis of the feasibility step is different from that of Roos' s.This kernel function has a finite value on the boundary.The result of iteration complexity coincides with the currently known best one for infeasible interior-point methods for P_*(κ) LCP.Some numerical results are reported as well.

关 键 词：Full-Newton steps infeasible interior-point method P＊（κ） linear complementarity problems polynomial complexity 

分 类 号：O221[理学—运筹学与控制论]