单调混合线性互补问题的一种新的多项式内点算法

Guoqiang Wang, Xinzhong Cai, Y. Yue
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引用次数: 2

摘要

针对单调混合线性互补问题,提出了一种新的多项式内点算法。该算法基于一种寻找一类搜索方向的新技术和中心路径策略。在每次迭代中,我们只使用全牛顿步。此外,我们用小更新方法得到了目前已知的算法迭代界,即O(radic(n log (n\isin)))),与线性模拟一样好。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A New Polynomial Interior-Point Algorithm for Monotone Mixed Linear Complementarity Problem
In this paper a new polynomial interior-point algorithm for monotone mixed linear complementarity problem is presented. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, we use only full-Newton step. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely,O(radic(n log (n\isin))), which is as good as the linear analogue.
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