学术
摘 要:
针对带半正定矩阵的线性互补问题提出了一个新的内点方法-势函数下降内点方法，并采用部分校正技术和Sherman—Morrison—Woodbury准则，从而得到问题的近似最优解．最后讨论了该算法的收敛性，证明了该算法为多项式算法，通过算例对算法进行了数值实验，数值结果表明本文提出的算法具有一定优越性[著者文摘]
文章出处:
《聊城大学学报：自然科学版》-2007年20卷1期,48 -33-34,48页
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1672-6634（2007）01-0033-02
相关文章:
A Modified Potential Reduction Algorithm for Linear Complementarity Problems
WANG Xue ,JIANG Qing-hua （Department of Mathematics ＆ Statistics,Shandong Economic University Jinan 250014,China）
Abstract:
This paper presents a new potential reduction interior point algorithm to solve the linear complementarity problems with positive semi-definite matrices. Using partial updating and the Sherman- Morrison-Woodbury rule on the top of potential reduction interior point algorithm, we can obtain a solution of the problem. The global convergence and polynomial complexity result for these algorithms are established and numerical experiment also included.[著者文摘]
Key words:
linear complementarity problems ,interior-point method ,potential reduction algorithm, numerical experiment
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