摘要
对一致p函数非线性互补问题及其特例对p矩阵非单调线性互补问题的已有的两种算法,宽或窄邻域路径跟踪算法和基于等价代数路径跟踪算法,利用Matlab编程做数值实验.通过构造优化模型,设计了求解问题的初始点和p矩阵的正指数的方法,完成了这两种算法的计算机实现,验证了算法的收敛性和有效性.通过对实验数据的分析得出如下结论:路径跟踪算法在宽邻域上的实际效果比窄邻域上的要好,与基于等价代数路径跟踪算法相比各有优劣.通过对参数β和t的分析,提出了改进算法.改进算法应用在大规模问题上表现出明显的优势.
There are two present algorithms for p-matrix non-monotone linear complementarity problem; trails tracking algorithm in the wide or narrow neighborhood; trails tracking algorithm based on algebraically equivalent path. The paper designs the starting point and algorithm which obtains the positive index of the p- matrix through creating the optimization model and accomplish computer implemention of the two algorithms by doing some numerical experiments with Matlab. The convergence and validity of these algorithms are verified. Through analyzing experimental data ,we can draw the following conclusions： the actual results of the trails tracking algorithm in the wide neighborhood is better than that of the trails tracking algorithm in the narrow neighborhood; compared with the trails tracking algorithm based on algebraically equivalent path, they all have the advantages and disadvantages. In addition,through analyzing the parameters β and t, an improved algorithm is proposed; and it has prominent advantages when applied to large scale problems.
出处
《三峡大学学报（自然科学版）》
CAS
2007年第4期374-378,共5页
Journal of China Three Gorges University：Natural Sciences
基金
湖北省教育厅重点科研项目(D200613009)
关键词
互补问题
内点算法
路径跟踪算法
代数等价路径
数值实验
complementarity problem
interior point algorithm
path-following algorithm
algebraically equivalent path
numerical experiment
