| 单调线性互补问题基于新的核函数的大步校正内点算法 |
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| 引用本文： | 龙冰,张明望. 单调线性互补问题基于新的核函数的大步校正内点算法[J]. 三峡大学学报(自然科学版), 2011, 33(5): 99-104 |
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| 作者姓名： | 龙冰 张明望 |
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| 作者单位： | 三峡大学理学院,湖北宜昌,443002 |
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| 摘 要： | 提出了单调线性互补问题基于新的核函数的大步校正内点算法.这个核函数是强凸的,而且它既不是自正则函数也不是经典的对数函数.基于这个核函数,可以定义新的迭代方向和邻近度量.利用这个新的核函数的一些性质,得到新算法的迭代复杂性为O（√n（logn）^2log（n/ε））,这减少了大步校正原始-对偶内点算法的实际计算效果与理论复杂性之间的差距.
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| 关 键 词： | 单调线性互补问题 原始-对偶内点算法 核函数 大步校正算法 多项式复杂性 |
A Large-update Interior-point Method for Monotonic Linear Complementarity Problems Based on a New Kernel Function |
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| Long Bing,Zhang Mingwang. A Large-update Interior-point Method for Monotonic Linear Complementarity Problems Based on a New Kernel Function[J]. Journal of China Three Gorges University(Natural Sciences), 2011, 33(5): 99-104 |
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| Authors: | Long Bing Zhang Mingwang |
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| Affiliation: | Long Bing Zhang Mingwang(College of Science,China Three Gorges Univ.,Yichang 443002,China) |
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| Abstract: | A large-update primal-dual interior-point method for monotonic linear complementarity problems based on a new kernel function is presented.The kernel function is strongly convex;and it is neither self-regular function nor the usual logarithmic function.Based on the new kernel function,new search direction and proximity measure are proposed.And using some appealing properties of the new function,the paper shows that the new large-update method enjoys O(n(logn)2log(n/ε)) iteration,which reduce the gap between the practical behavior of the methods and the theoretical performance results. |
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| Keywords: | monotonic linear complementarity problem primal-dual interior-point method kernel function large update method polynomial complexity |
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