| 单调非线性互补问题基于一类核函数的原始-对偶大步校正内点算法 |
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| 引用本文： | 陈华平,张明望.单调非线性互补问题基于一类核函数的原始-对偶大步校正内点算法[J].中国科学技术大学学报,2011,41(9). |
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| 作者姓名： | 陈华平 张明望 |
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| 作者单位： | 1. 三峡大学理学院,湖北宜昌443002;六盘水师范学院数学系,贵州六盘水553004
2. 三峡大学理学院,湖北宜昌,443002 |
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| 基金项目： | 湖北省自然科学基金项目(2008CDZ047)资助 |
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| 摘 要： | 基于一类非自正则核函数,为单调非线性互补问题提出了一个新的原始—对偶大步校正内点算法.该算法借助于Peng在文献Peng J,Roos C,Terlaky T.Self-Regularity:A New Paradigmfor Primal-Dual Interior-Point Algorithms.Princeton,NJ:Princeton University Press,2002]中相应算法的分析框架,通过将非自正则函数作为分析工具,来确定出算法的搜索方向和步长.算法最终被证明具有多项式复杂性.特别地,当取增长项q=logn时,该算法迭代复杂性为O( (1+L)2 1/n1+p (logn)(1+2p)/(1+p)logn/ε),与基于经典的对数障碍函数的算法相比,此迭代界有了较大的提高.
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| 关 键 词： | 大步校正算法 单调非线性互补问题 非自正则函数 多项式复杂性 |
A new large-update primal-dual interior-point algorithm for monotone nonlinear complementarity problems based on a class of kernel functions |
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| CHEN Huaping,ZHANG Mingwang.A new large-update primal-dual interior-point algorithm for monotone nonlinear complementarity problems based on a class of kernel functions[J].Journal of University of Science and Technology of China,2011,41(9). |
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| Authors: | CHEN Huaping ZHANG Mingwang |
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| Institution: | CHEN Huaping1,2,ZHANG Mingwang1(1.College of Science,Three Gorges University,Yichang 443002,China,2.Department of Mathematics,Liupanshui Normal College,Liupanshui 553004,China) |
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| Abstract: | A new large-update primal-dual interior-point algorithm for monotone nonlinear complementarity problems based on a class of no-self-regular kernel functions was presented.Employing Peng's corresponding analysis framework in Ref.Peng J,Roos C,Terlaky T.Self-Regularity: A New Paradigm for Primal-Dual Interior-Point Algorithms.Princeton,NJ: Princeton University Press,2002] and using a class of no-self-regular kernel functions as analysis tool,the stepsize and search directions were given.The polynomial comple... |
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| Keywords: | large-update method nonlinear complementarity problem non-self-regular function polynomial complexity |
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