یک روش نقطه درونی نشدنی با گام کامل نیوتن اصلاح شده برای مساله مکملی خطی یکنوا

نویسندگان
1 دانشگاه صنعتی شریف
2 دانشگاه شهید مدنی آذربایجان
چکیده
این جا، با استفاده از یک جهت جستجوی جدید، یک روش نقطه درونی نشدنی را برای مساله

مکملی خطی یکنوا ارایه می دهیم . در این الگوریتم، تنها از یک گام شدنی استفاده می شود و نشان

می دهیم که این ویژگی برای به دست آوردن یک روش با زمان- چندجمله ای کافی است. کران تکرار

الگوریتم با بهترین کران تکرار شناخته شده برای مسایل مکملی خطی تطابق دارد. به علاوه، نتایج

عددی نشان می دهند که الگوریتم جدید عملکرد مطلوبی دارد .
کلیدواژه‌ها

عنوان مقاله English

A full-modified-Newton step infeasible interior-point method for monotone linear complementarity problem

نویسندگان English

Nezameddin Mahdavi-Amiri 1
Behrouz Kheirfam 2
1 Sharif University of Technology
2 Shahid Madani University of Azarbaijan
چکیده English

By using a new search direction, we propose an infeasible

interior-point method for monotone linear complementarity problem. The

algorithm uses only one feasibility step in each iteration, and we prove that

it suffices in order to obtain a polynomial-time method. The iteration bound

coincides with the currently best iteration bound for linear complementarity

problems. Moreover, the numerical results show that the new algorithm has

a good performance.

کلیدواژه‌ها English

Linear complementarity problem
infeasible interior-point method
polynomial complexity
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