摘 要:
本文针对具有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.采用部分校正技术和Sherman-Morrison-Woodbury准则获得问题的近似最优解.讨论了该算法的收敛性。并证明了该算法为多项式算法.[著者文摘]
文章出处:
《数学杂志》-2006年26卷6期 -685-688页
Journal of Mathematics
分 类 号:
文献标识码:
A
文章编号:
0255-7797(2006)06-0685-04
[参考文献]
A MODIFIED POTENTIAL REDUCTION ALGORITHM FOR LINEAR COMPLEMENTARITY PROBLEMS
WANG Xue, HUANG Chong-chao, BAI Qin-xi (School of Math. and Statistics, Wuhan University, Wuhan 430072, China)
Abstract:
In this paper, we present a new interior point method--potential reduction algorithm for the linear complementarity problems. Using partial updating and the Sherman-Morrison-Woodbury rule on the top of potential reduction interior point algorithm, we obtain a solution of the problem. Lastly, we prove this method.[著者文摘]
Key words:
linear complementarity problems;interior point; potential reduction algorithm
收稿日期: 2005-03-01
修订日期: 2005-06-30
基金资助:
教育部高校骨干教师资助项目.

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