THE CURVATURE INTEGRAL AND THE COMPLEXITY OF LINEAR COMPLEMENTARITY-PROBLEMS

被引：10

作者：

ZHAO, GY ^{[1
]}

ZHU, JS ^{[1
]}

机构：

[1] NEWBURY COLL, BROOKLINE, MA USA

来源：

MATHEMATICAL PROGRAMMING | 1995年 / 70卷 / 01期

关键词：

LINEAR COMPLEMENTARITY PROBLEM; PREDICTOR-CORRECTOR ALGORITHM; COMPLEXITY ANALYSIS; CENTRAL TRAJECTORY; CURVATURE INTEGRAL; INTERIOR-POINT METHODS;

D O I：

10.1007/BF01585931

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we propose a predictor-corrector-type algorithm for solving the linear complementarity problem (LCP), and prove that the actual number of iterations needed by the algorithm is bounded from above and from below by a curvature integral along the central trajectory of the problem. This curvature integral is not greater than, and possibly smaller than, the best upper bound obtained in the literature to date.

引用

页码：107 / 122

页数：16

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