AN ASYMPTOTICAL O((k + 1)n³L) AFFINE SCALING ALGORITHM FOR THE P*(k)-MATRIX LINEAR COMPLEMENTRITY PROBLEM

• 作者: Kun-ping Zhou Zhe-ming Wang Zheng-hai Huang
• 来源期刊: 计算数学（英文版）
• 学科: 数学
• 关键词: linear complementarity problem P* (k)-matrix affine scalingalgorithm
• 年，卷（期）: 2001,（2）
• 页码范围: 177-186
• 页数: 10页
• 分类号: O1
• 语种: 英文

摘要

Based on the generalized Dikin-type direction proposed by Jansenet al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P*(k)-matrix linear complementarity problem (LCP). Form using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically O((k + 1)n L) and O((k + 1)n3L) respectively.