A New Polynomial Interior-Point Algorithm for Monotone Mixed Linear Complementarity Problem

被引:0
|
作者
Wang, Guoqiang [1 ]
Cai, Xinzhong [1 ]
Yue, Yujing [1 ]
机构
[1] Shanghai Univ Engn Sci, Coll Adv Vocat Technol, Shanghai 200437, Peoples R China
关键词
Mixed linear complementarity problem; interior-point methods; small-update method; iteration bound;
D O I
10.1109/ICNC.2008.245
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 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(root n log n/is an element of), which is as good as the linear analogue.
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页码:450 / 454
页数:5
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