一类非单调线性互补问题的高阶仿射尺度算法  

A HIGH-ORDER AFFINE SCALING ALGORITHM FOR A CLASS OF NONMONOTONIC LINEAR COMPLEMENTARY PROBLEMS

作　　者：张明望[1] 黄崇超[2] 

机构地区：[1]三峡大学理学院,宜昌443002 [2]武汉大学数学与统计学院,武汉430072

出　　处：《计算数学》2004年第1期37-46,共10页Mathematica Numerica Sinica

基　　金：教育部骨干教师资助计划;湖北省教育厅重点科研项目(2002053012)基金资助.

摘　　要：In this paper, a new interior point algorithm-high-order atone scaling for a class of nonmonotonic linear complementary problems is developed. On the basis of idea of primal-dual affine scaling method for linear programming , the search direction of our algorithm is obtained by a linear system of equation at each step . We show that, by appropriately choosing the step size, the algorithm has polynomial time complexity. We also give the numberical results of the algorithm for two test problems.In this paper, a new interior point algorithm-high-order affine scaling for a class of nonmonotonic linear complementary problems is developed . On the basis of idea of primal-dual affine scaling method for linear programming , the search direction of our algorithm is obtained by a linear system of equation at each step . We show that, by appropriately choosing the step size, the algorithm has polynomial time complexity. We also give the numberical results of the algorithm for two test problems.

关 键 词：高阶仿射尺度算法 非单调线性互补 收敛性 数学规划 特征值 

分 类 号：O241[理学—计算数学]