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一个求解P_*(K)-矩阵线性互补问题的宽邻域路径跟踪算法(英)
引用本文:黄正海,黄先斌,许帆. 一个求解P_*(K)-矩阵线性互补问题的宽邻域路径跟踪算法(英)[J]. 复旦学报(自然科学版), 1998, 0(5)
作者姓名:黄正海  黄先斌  许帆
作者单位:复旦大学统计运筹系
摘    要:基于预校正方法,对P*(K)-矩阵线性互补问题给出了一个迭代复杂性为O(k+1)n2/3L)的宽邻域路径跟踪算法,算法改进了Zhang等的可行宽域路径跟踪算法的迭代复杂性;比迭代复杂性为O的小邻域路径跟踪算法为好.

关 键 词:P.(K)-矩阵线性互补问题  宽域内点算法  多项式时间算法

A Wide-neighbourhood Path-following Method for Solving P* (K)-matrix Linear Complementarity Problem
Huang Zhenghai, Huang Xianbin, Xu Fan. A Wide-neighbourhood Path-following Method for Solving P* (K)-matrix Linear Complementarity Problem[J]. Journal of Fudan University(Natural Science), 1998, 0(5)
Authors:Huang Zhenghai   Huang Xianbin   Xu Fan
Affiliation:Department of Statistics and Operation Research
Abstract:Based on prodictor-corrector approach, Miao gave out recently a small-neighbourhood path-following algorithm of O((K+1 ))-iteration complxity for P. (K)-matrix linear complementarity problem (LCP). In this paper. a wide-neighbourhood path-following algorithm of O((K+1 )n2/3L)-iteraton complxity for such problem is proposed. Under the assumption that the initial point is feasible, algoithm improves upon the iteration complexity of the wide-neighbourbood path-following algorithm given by Zhang et al.
Keywords:P. (K)-matrix linear complementarity problem  wide-neighbourhood interiorpoint algorithm  polynomial time algorithm
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