西安工业大学学报
西安工業大學學報
서안공업대학학보
JOURNAL OF XI'AN TECHNOLOGICAL UNIVERSITY
2013年
11期
866-869
,共4页
单调线性互补问题%内点算法%核函数%全牛顿步
單調線性互補問題%內點算法%覈函數%全牛頓步
단조선성호보문제%내점산법%핵함수%전우돈보
monotone linear complementarity problems%interior-point algorithm%full-netwon step%kernel function
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。
針對單調線性互補問題,構造瞭新的覈函數。通過構造的覈函數來確定搜索方嚮和逼近度量,接著給齣瞭求解單調線性互補問題的全牛頓步內點算法,最後給齣瞭算法的複雜性界。所構造覈函數使得算法分析簡單,採用全牛頓步避免瞭線性搜索。
침대단조선성호보문제,구조료신적핵함수。통과구조적핵함수래학정수색방향화핍근도량,접착급출료구해단조선성호보문제적전우돈보내점산법,최후급출료산법적복잡성계。소구조핵함수사득산법분석간단,채용전우돈보피면료선성수색。
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 .T he simple kernel function makes the algorithm analysis simple and no line-searches are needed with the full-New ton steps taken .