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一类非单调线性互补问题的高阶仿射尺度算法

张明望,黄崇超   

  1. 三峡大学理学院,武汉大学数学与统计学院 宜昌,443002 ,武汉, 430072
  • 出版日期:2004-01-14 发布日期:2004-01-14

张明望,黄崇超. 一类非单调线性互补问题的高阶仿射尺度算法[J]. 计算数学, 2004, 26(1): 37-46.

A HIGH-ORDER AFFINE SCALING ALGORITHM FOR A CLASS OF NONMONOTONIC LINEAR COMPLEMENTARY PROBLEMS

  1. Zhang Mingwang Huang Chongchao (College of Science, Three Gorges University, Yichang, 443000; School of Mathematics and Statistics, Wuhan University, Wuhan, 430072)
  • Online:2004-01-14 Published:2004-01-14
1.引言 自从1984年著名的Karmarkar算法发表以来,由其理论上的多项式收敛性及实际计算的有效性,使得内点算法成为近十几年来研究的热点.大量线性规划、二次规划及单调线性互补问题的内点算法被提出,其收敛性被讨论.在已有的内点算法中,最具代表性的算法有三类:势函数投影变换方法、仿射尺度算法和路径跟踪法.各类算法向凸规划问题、非
In this paper, a new interior point algorithm-high-order affine scaling for a class of nonmonotonic linear complementary problems is developed . On the basis of idea of primal-dual affine scaling method for linear programming , the search direction of our algorithm is obtained by a linear system of equation at each step . We show that, by appropriately choosing the step size, the algorithm has polynomial time complexity. We also give the numberical results of the algorithm for two test problems.
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