一类非线性互补问题的宽邻域预估校正算法

针对一类P-函数非线性互补问题,提出了一种新的内点算法——宽邻域预估校正算法。该算法基于精典预估校正思想,把窄邻域拓展到一个宽邻域里使得算法更快的迭代,给出了应用该算法的具体步骤,讨论了其算法的计算复杂性,分析结果表明,所给方法是一多项式时间算法。通过数值实验验证该算法的有效性。

Wide-neighborhood predictor-corrector algorithm for a class of nonlinear complementarity problem

A new interior point wide-neighborhood predictor-corrector algorithm for a class of P-function nonlinear complementarity problem is presented.On the basis of the idea of predictor-corrector,the iteration of the algorithm proposed is faster in a wide-neighborhood than in a narrow one.The detailed steps of the algorithm are introduced.The computational complexity is discussed,and the results indicate that the algorithm is a polynomial-time one.The validity of the algorithm is proved through the numerical experiment.