非单调线性互补问题的宽邻域算法复杂度分析  

Complexity Analysis of A Wide Neighborhood Interior Point Method for Nonmonotone LCP

作　　者：赵花丽[1] ZHAO Huali(School of Mathematics and Information Science,Xianyang Normal University,Xianyang 712000,China)

机构地区：[1]咸阳师范学院数学与信息科学学院,陕西咸阳712000

出　　处：《北华大学学报（自然科学版）》2021年第2期141-148,共8页Journal of Beihua University（Natural Science）

基　　金：陕西省教育厅科学研究计划项目(19JK0929,20JK0974);咸阳师范学院科研基金项目(XSYK17015).

摘　　要：研究非单调线性互补问题的宽邻域不可行内点算法.为减小算法的理论复杂度,通过两个牛顿方程分别计算两个搜索方向,再通过这两个搜索方向的凸组合,获得该算法的搜索方向.通过分析,该算法的复杂度与当前最好的宽邻域不可行算法的复杂度一致.An infeasible interior-point algorithm is presented for solving nonmonotone linear complementarity problems based on a wide neighborhood.In order to reduce the theoretical complexity of the wide neighborhood interior point algorithm,in each iterate the method computes the search direction from the convex combination of directions obtained from two Newton systems.Based on the wide neighborhood,the iteration-complexity bound of the proposed algorithm is as same as the best that of the current algorithm.

关 键 词：非单调线性互补问题 不可行内点算法 复杂度 

分 类 号：O221.1[理学—运筹学与控制论]