| 单调线性互补问题全牛顿步内点算法 |
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| 引用本文： | 汪威威,毕红梅,张襄松. 单调线性互补问题全牛顿步内点算法[J]. 西安工业大学学报, 2013, 0(11): 866-869 |
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| 作者姓名： | 汪威威 毕红梅 张襄松 |
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| 作者单位： | [1]西安工业大学理学院,西安710021 [2]空军工程大学理学院,西安710051 |
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| 基金项目： | 陕西省教育厅基金项目（12JK0852） |
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| 摘 要： | 针对单调线性互补问题，构造了新的核函数．通过构造的核函数来确定搜索方向和逼近度量，接着给出了求解单调线性互补问题的全牛顿步内点算法，最后给出了算法的复杂性界．所构造核函数使得算法分析简单，采用全牛顿步避免了线性搜索．
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| 关 键 词： | 单调线性互补问题 内点算法 牛顿 红梅 |
A Full-Newton Step Interior-Point Algorithm for Monotone Linear Complementarity Problems |
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| WANG Wei-wei,BI Hong-mei,ZHANG Xiang-song. A Full-Newton Step Interior-Point Algorithm for Monotone Linear Complementarity Problems[J]. Journal of Xi'an Institute of Technology, 2013, 0(11): 866-869 |
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| Authors: | WANG Wei-wei BI Hong-mei ZHANG Xiang-song |
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| Affiliation: | 1. College of Science,Xi＇an Technological University,Xi＇an 710021,China; 2. College of Science, Air Force Engineering University, Xi ＇ an 710051, China) |
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| Abstract: | For solving monotone linear complementarity problems,a new kernel function is introduced, with which a new search direction and proximity measure are determined. Then a full-Netwon step interior-point algorithm is presented. Finally, the complexity bound of the algorithm is proved. The simple kernel function makes the algorithm analysis simple and no line-searches are needed with the full-Newton steps taken. |
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| Keywords: | monotone linear complementarity problems interior-point algorithm full-netwon step kernel function |
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