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求解P*(κ)-水平线性互补问题的核函数内点算法

Ximei YANG,Yinkui ZHANG,Yonggang PEI

Journal of Henan Normal University(Natural Science Edition)（2016）

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Abstract
提出了一个新的核函数,使用该核函数设计了一个求解P*(κ)-水平线性互补问题(P*(κ)-HLCP)的多项式内点算法.为了给出算法的复杂度,首先分析了该核函数的性质;最后,给出了大步更新算法和小步更新算法的迭代复杂度,这些复杂度与目前内点算法最好的复杂度一致.
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Key words
kernel function,P* (κ)-horizontal linear complementarity problems,interior-point method,polynomial complexity
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