| 求解线性互补问题的一种势下降内点算法 |
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| 引用本文： | 王雪,姜庆华.求解线性互补问题的一种势下降内点算法[J].聊城大学学报(自然科学版),2007,20(1):33-34,48. |
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| 作者姓名： | 王雪 姜庆华 |
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| 作者单位： | 山东经济学院,统计与数学学院,山东,济南,250014 |
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| 摘 要： | 针对带半正定矩阵的线性互补问题提出了一个新的内点方法-势函数下降内点方法,并采用部分校正技术和Sherman-Morrison-Woodbury准则,从而得到问题的近似最优解.最后讨论了该算法的收敛性,证明了该算法为多项式算法,通过算例对算法进行了数值实验,数值结果表明本文提出的算法具有一定优越性
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| 关 键 词： | 线性互补问题 内点算法 势函数下降算法 数值实验 |
| 文章编号： | 1672-6634（2007）01-0033-02 |
| 修稿时间： | 2006-11-12 |
A Modified Potential Reduction Algorithm for Linear Complementarity Problems |
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| WANG Xue,JIANG Qing-hua.A Modified Potential Reduction Algorithm for Linear Complementarity Problems[J].Journal of Liaocheng University:Natural Science Edition,2007,20(1):33-34,48. |
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| Authors: | WANG Xue JIANG Qing-hua |
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| Abstract: | This paper presents a new potential reduction interior point algorithm to solve the linear complementarity problems with positive semi-definite matrices. Using partial updating and the Sherman- Morrison-Woodbury rule on the top of potential reduction interior point algorithm, we can obtain a solution of the problem. The global convergence and polynomial complexity result for these algorithms are established and numerical experiment also included. |
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| Keywords: | linear complementarity problems interior-point method potential reduction algorithm numerical experiment |
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