基于核函数求解单调线性互补问题的新full-Newton步内点算法  

A Interior-point Algorithm with Full-Newton Steps for Monotone Linear Complementarity Problem Based on a Kernel Function

作　　者：吴珊[1] 张明望[1] 黄正伟[2] 

机构地区：[1]三峡大学理学院,湖北宜昌443002 [2]三峡大学经济与管理学院,湖北宜昌443002

出　　处：《三峡大学学报（自然科学版）》2016年第2期108-112,共5页Journal of China Three Gorges University：Natural Sciences

基　　金：国家自然科学基金项目(71471102)

摘　　要：本文对单调线性互补问题设计了一种基于核函数的full-Newton步内点算法.该核函数导出新的搜索方向并定义了迭代点到中心路径的邻近度量.通过应用新的技术引理,证明了该算法的多项式复杂性阶为O(nL),这与当前求解单调线性互补问题内点算法最好的迭代复杂性阶一致.In this paper,a new full-Newton step interior-point algorithm is proposed based on a kernel function with linear growth term for monotone linear complementarity problem.This kernel function determines searching directions and the proximity measure between the iterates and the center path.By developing some new technical results,an iteration bound O（nL）that coincides with the currently best known iteration bound is derived for monotone linear complementarity problem.

关 键 词：单调线性互补问题 full-Newton步 核函数 多项式复杂性 

分 类 号：O221.2[理学—运筹学与控制论]