| New Mehrotra＇s second order predictor-corrector algorithm for P_＊（κ） linear complementarity problems |
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| 作者姓名： | Mingwang Zhang Yanli Lu |
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| 作者单位： | College of Science, China Three Gorges University, Yichang 443002, R R. China |
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| 基金项目： | This work was supported by the Natural Science Foundation of Hubei Province of China （2008CDZ047）. |
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| 摘 要： |
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| 关 键 词： | 线性互补问题 二阶线性 预测 线性优化 算法 复杂度 内点 迭代 |
New Mehrotra’s second order predictor-corrector algorithm for P*(κ) linear complementarity problems |
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| Mingwang Zhang,Yanli Lu.New Mehrotra’s second order predictor-corrector algorithm for P*(κ) linear complementarity problems[J].Journal of Systems Engineering and Electronics,2010,21(4):705-712. |
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| Authors: | Mingwang Zhang and Yanli Lü |
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| Institution: | College of Science, China Three Gorges University, Yichang 443002, P. R. China |
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| Abstract: | It has been shown in various papers that most interior-point algorithms for linear optimization and their analysis can be generalized to P*(κ)- linear complementarity problems. This paper presents an extension of the recent variant of Mehrotra’s second order algorithm for linear optimijation. It is shown that the iteration-complexity bound of the algorithm is O(4κ + 3)√14κ + 5 n log (x0)Ts0 ε , which is similar to that of the corresponding algorithm for linear optimization. |
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| Keywords: | linear complementarity problem P*(&kappa )-matrix Mehrotra-type predictor-corrector algorithm polynomial complexity |
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