摘要
对于一类非单调线性互补问题给出一种新的内点算法。算法的每一步迭代 ,利用线性规划的原始——对偶内点算法的思想求解一个线性方程组而得到迭代方向 ,再适当选取步长 ,使算法具有多项复杂性。
In this paper,a new interior point algorithm for a class of nonmonotonic 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 comlexity.
出处
《系统工程》
CSCD
北大核心
2002年第6期62-66,共5页
Systems Engineering
基金
教育部骨干教师基金资助项目
湖北省教育厅重点科研项目
