A Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems  

作　　者：Mohammad Pirhaji Hossein Mansouri Maryam Zangiabadi 

机构地区：[1]Department of Applied Mathematics,Faculty of Mathematical Sciences,Shahrekord University,Shahrekord,Iran

出　　处：《Journal of the Operations Research Society of China》2018年第4期529-543,共15页中国运筹学会会刊（英文）

摘　　要：In this paper,a wide-neighborhood predictor-corrector feasible interiorpoint algorithm for linear complementarity problems is proposed.The algorithm is based on using the classical affine scaling direction as a part in a corrector step,not in a predictor step.The convergence analysis of the algorithm is shown,and it is proved that the algorithm has the polynomial complexity O(√n logε^(−1))which coincides with the best known iteration bound for this class of mathematical problems.The numerical results indicate the efficiency of the algorithm.

关 键 词：Linear complementarity problems Predictor-corrector algorithm Polynomial complexity 

分 类 号：O17[理学—数学]