A self-adjusting interior point algorithm for linear complementarity problems

被引：4
|
作者：
He, SY [1 ]
Li, XS
Pan, SH
机构：
[1] Dalian Univ Foreign Languages, Ctr Comp, Dalian 116002, Peoples R China
[2] Dalian Univ Technol, Dept Mech Engn, State Key Lab Struct Anal Ind Equipment, Dalian 116024, Peoples R China
[3] S China Univ Technol, Dept Appl Math, Guangzhou 510641, Peoples R China
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2005年 / 50卷 / 1-2期
关键词：
linear complementarity problems; central path; proximity measure; interior point algorithm; self-adjusting;
D O I：
10.1016/j.camwa.2005.03.002
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Based on the min-max principle, the standard centering equation in the interior point method is replaced by the optimality condition of a new proximity measure function. Thus, a self-adjusting mechanism is constructed in the new perturbed system. The Newton direction can be adjusted self-adaptively according to the information of last iterates. A self-adjusting interior point method is given based on the new perturbed system. Numerical comparison is made between this algorithm and a primal-dual interior point algorithm using "standard" perturbed system. Results demonstrate the efficiency and some advantages of the proposed algorithm. (c) 2005 Elsevier Ltd. All rights reserved.
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页码：33 / 40
页数：8
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