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线性互补问题基于核函数的满Newton步不可行内点算法
引用本文:朱丹花,张明望.线性互补问题基于核函数的满Newton步不可行内点算法[J].三峡大学学报(自然科学版),2012,34(2):104-109.
作者姓名:朱丹花  张明望
作者单位:三峡大学理学院,湖北宜昌,443002
基金项目:湖北省自然科学基金项目(2008CDZ047)
摘    要:针对单调线性互补问题提出了一种满Newton步不可行内点算法.算法的每次主迭代是由一个可行步和若干个中心步组成.在算法的分析中,引入了一个有限核函数取代经典的对数障碍函数从而导出新的可行步,并且证明了算法的迭代复杂性与目前已知最好的线性互补问题的不可行性内点算法的迭代复杂性结果保持一致.

关 键 词:线性互补问题  不可行内点算法  满Newton步  核函数  多项式复杂性

A Full-Newton Step Infeasible Interior-point Method for Linear Complementarity Problem Based on a Kernel Function
Zhu Danhua , Zhang Mingwang.A Full-Newton Step Infeasible Interior-point Method for Linear Complementarity Problem Based on a Kernel Function[J].Journal of China Three Gorges University(Natural Sciences),2012,34(2):104-109.
Authors:Zhu Danhua  Zhang Mingwang
Institution:Zhu Danhua Zhang Mingwang(College of Science,China Three Gorges Univ.,Yichang 443002,China)
Abstract:This paper proposes a full-Newton step infeasible interior-point algorithm for linear complementarity problem(LCP).The main iteration consists of a feasibility step and several centrality steps.A specific kernel function instead of the classic logarithmical barrier function is introduced to induce a new feasiblity step,which has a finite value on the boundary.The result of iteration bound coincides with the best known one for infeasible interior-point methods for LCP.
Keywords:linear complementarity problem  infeasible interior-point method  full-Newton step  kernel function  polynomial complexity
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