摘要
In this paper,a fu-Newton step interior-point algorithm is proposed for solving P_(*)(k)-linear complementarity problem based on a new search direction,which is an extension of Grimes'algorithm.It is proved that the number of iterations of the algorithm is O(n^(1/2)(1+4κ)logn/ε),which matches the best known iteration bound of the interior-point method for P_(*)(k)-linear complementarity problem.Some numerical results have proved the feasibility and efficiency of the proposed algorithm.
为了求解P_(*)(κ)-线性互补问题,本文提出了一种基于新搜索方向的全牛顿内点算法。此算法是Grimes算法的扩展。研究证明,该算法的迭代次数为O(n^(1/2)(1+4κ)logn/ε),与已知的求解P_(*)(κ)-线性互补问题的最佳迭代复杂度一致。一些数值结果证明了所提出的算法的可行性和有效性。
基金
Supported by the Optimization Theory and Algorithm Research Team(23kytdzd004)
the General Programs for Young Teacher Cultivation of Educational Commission of Anhui Province of China(YQYB2023090)
the University Science Research Project of Anhui Province(2024AH050631)。
