基于代数等价变换的线性互补问题内点算法  

A path-following algorithm for solving linear complementarity problems based on algebraically equivalent transformation

作　　者：李兴斯[1] 何素艳[1] 潘少华[2] 张洪武[1] 

机构地区：[1]大连理工大学工业装备结构分析国家重点实验室,辽宁大连116024 [2]华南理工大学应用数学系,广东广州510641

出　　处：《大连理工大学学报》2004年第3期337-341,共5页Journal of Dalian University of Technology

摘　　要：分析了对线性互补问题的中心化方程xs=μe实施代数等价变换的作用,揭示出彭积明等人近期提出的自正则邻近度量方法相当于一种等价的幂变换,并在更一般的基础上,建立了一个基于幂变换的内点算法.通过一些考题与现有内点算法进行了数值比较,结果显示了新算法的有效性和稳定性,并对某些问题显示出一定的优势.This paper studies the effect of algebraically equivalent transformation for the centering equation xs=μe of linear complementarity problems. It has revealed that the Self-Regular method put forward by Peng Jiming, et al. recently is equivalent to a power equivalent transformation. A new interior point algorithm based on the general power transformation is developed. A comparison is made between the new algorithm and the existing interior point algorithm using some test problems. It demonstrates that the new algorithm is valid and has an advantage for some problems.

关 键 词：代数等价变换 线性互补 内点算法 幂变换 邻近性度量 线性规划 

分 类 号：O221.1[理学—运筹学与控制论]