A Weighted-Path-Following Method for Monotone Horizontal Linear Complementarity Problem

被引：0
|
作者：
Wang, G. Q. [1 ]
Yue, Y. J. [1 ]
Cai, X. Z. [1 ]
机构：
[1] Shanghai Univ Engn Sci, Coll Adv Vocat Technol, Shanghai 200437, Peoples R China
来源：
FUZZY INFORMATION AND ENGINEERING, VOL 1 | 2009年 / 54卷
关键词：
Horizontal linear complementarity problems; interior-point methods; small-update method; iteration bound; CONVERGENCE; ALGORITHMS;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper a new weighted-path-following method is presented, to solve the monotone horizontal linear complementarity problem. 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 only use full-Newton step, Finally, the currently best known iteration bound for the. algorithm with small-update method, namely, O(root n logn/1) is deserved, which is as good as the linear analogue.
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页码：479 / 487
页数：9
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