摘要
针对互补问题提出了一种无SLC限制的内点算法,仅要求线性函数F(x)=Hx+q中的F是一个P*(τ)函数,不需要满足范数Lipschitz条件.并对该算法的全局收敛性做了证明。
This paper presents an interior-point arithmetic on complementarity problem without Lipschitz norm condition. It only needs F of the linear function F（x）=Hx＋q is a function, but not needs to satisfy Lipschitz norm condition. This arithmetic＇s globe convergence property has been proved.
出处
《海军工程大学学报》
CAS
北大核心
2007年第4期30-32,41,共4页
Journal of Naval University of Engineering
基金
河南省自然科学基金资助项目(0511012000)
关键词
互补问题
SLC限制
Lipschitz范数
内点算法
complementarity problem
Lipschitz norm condition
Lipschitz norm
interior-point arith-metic
