Weighted-Path-Following Interior-Point Algorithm to Monotone Mixed Linear Complementarity Problem

被引：3
|
作者：
Wang, Guo-qiang [1 ]
Yue, Yu-jing [1 ]
Cai, Xin-zhong [1 ]
机构：
[1] Shanghai Univ Engn Sci, Coll Adv Vocat Technol, Shanghai 200437, Peoples R China
来源：
FUZZY INFORMATION AND ENGINEERING | 2009年 / 1卷 / 04期
关键词：
Mixed linear complementarity problem; Interior-point methods; Small-update method; Iteration bound;
D O I：
10.1007/s12543-009-0033-x
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we propose a weighted-path-following interior-point algorithm to monotone mixed 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 a small-update method, namely, O (root n log n/epsilon) is derived, which is as good as the bound for the linear optimization analogue.
引用
收藏
页码：435 / 445
页数：11
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