摘要
对P*(κ)线性互补问题提出了一种自适应全-Newton步不可行内点算法.算法是对Mansouri等人(H.Mansouri and M.Pirhaji in Journal of Operations Research Society of China 1:523-536,2013)提出的单调线性互补问题的自适应不可行内点算法的推广.在算法的每一次迭代中,障碍校正参数θ的取值并不固定,它总在1/(51n(1+4κ)2)和1/(14n(1+4κ)2)之间取满足算法要求的最大值,使得算法快速收敛于问题的一个ε-近似解.
We present an adaptive full-Newton step infeasible interior-point algorithm for P. （K）-linear complemen- tarity problems, which is an extension of an adaptive infeasible interior-point algorithm for monotone linear comple- mentarity problems proposed by Mansouri et al. （H. Mansouri and M. Pirhaji in Journal of Operations Research So- ciety of China 1 ： 523-536, 2013）. In each iteration of the algorithm, we use the largest possible barrier parameter value K which lies between the two values 1/（51n（1 ＋4K）2） and 1/（14n（1 ＋4K）2）. This makes the algorithm faster convergent for problems having a ε-solution.
出处
《西华师范大学学报（自然科学版）》
2014年第4期379-386,共8页
Journal of China West Normal University(Natural Sciences)
基金
国家自然科学基金(71471102)
