AN INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR COMPLEMENTARITY-PROBLEMS

被引：73
|
作者：
WRIGHT, SJ
机构：
[1] Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, 60439, Illinois
来源：
MATHEMATICAL PROGRAMMING | 1994年 / 67卷 / 01期
关键词：
INFEASIBLE-INTERIOR-POINT METHODS; LINEAR COMPLEMENTARITY PROBLEMS; Q-SUBQUADRATIC CONVERGENCE;
D O I：
10.1007/BF01582211
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We modify the algorithm of Zhang to obtain an O(n2L) infeasible-interior-point algorithm for monotone linear complementarity problems that has an asymptotic Q-subquadratic convergence rate. The algorithm requires the solution of at most two linear systems with the same coefficient matrix at each iteration.
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页码：29 / 51
页数：23
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