AN INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR COMPLEMENTARITY-PROBLEMS

被引：75

作者：

WRIGHT, SJ

机构：

[1] Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, 60439, Illinois

来源：

MATHEMATICAL PROGRAMMING | 1994年 / 67卷 / 01期

关键词：

INFEASIBLE-INTERIOR-POINT METHODS; LINEAR COMPLEMENTARITY PROBLEMS; Q-SUBQUADRATIC CONVERGENCE;

D O I：

10.1007/BF01582211

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

We modify the algorithm of Zhang to obtain an O(n2L) infeasible-interior-point algorithm for monotone linear complementarity problems that has an asymptotic Q-subquadratic convergence rate. The algorithm requires the solution of at most two linear systems with the same coefficient matrix at each iteration.

引用

页码：29 / 51

页数：23