单调线性互补问题的高阶仿射尺度算法

单调线性互补问题的高阶仿射尺度算法 A High-Order Affine Scaling Algorithmfor Monotonic Linear Complementar Problems 张明望 ZHANG Ming\|wang 1 1 2 3 first-author 黄崇超 HUANG Chong\|chao 2 1 2 3 三峡大学数学系 三峡大学数学系 1 Department of Mathematics, Three Gorges University 1 Department of Mathematics, Three Gorges University 武汉大学数学与统计学院,湖北,宜昌,443000 武汉大学数学与统计学院,湖北,宜昌,443000 2 School of Mathematics and Statistics, Wuhan University 2 School of Mathematics and Statistics, Wuhan University ,湖北,武汉,430072 ,湖北,武汉,430072 对于单调线性互补问题提出了一种新的内点算法———高阶仿射尺度算法 算法的每一步迭代 ,利用高阶原始—对偶内点算法的思想求解一个方程组得到迭代方向 ,再适当选取步长 ,使算法具有多项式复杂性 A new interior point algorithm--high\|order affine scaling for monotonic linear complementary problems is developed On the basis of idea of primal\|dual affine scaling method for linear programming ,the searth direction of our algorithm is obtained by a linear system of equation at each step we show that,by appropriately choosing the step size,the algorithm has polynomail time complexity 单调线性互补问题 高阶仿射尺度算法 多项式复杂性 O221.2 国家教育部骨干教师基金;三峡大学重大科研项目;湖北省教育厅重点项目 （2 0 0 2 0 5 3 0 12 ）资助 2002-05-01 2021-04-01 5