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基于代数等价变换的线性互补问题内点算法
A path-following algorithm for solving linear complementarity problems based on algebraically equivalent transformation
【摘要】 分析了对线性互补问题的中心化方程xs=μe实施代数等价变换的作用,揭示出彭积明等人近期提出的自正则邻近度量方法相当于一种等价的幂变换,并在更一般的基础上,建立了一个基于幂变换的内点算法.通过一些考题与现有内点算法进行了数值比较,结果显示了新算法的有效性和稳定性,并对某些问题显示出一定的优势.
【Abstract】 This paper studies the effect of algebraically equivalent transformation for the centering equation xs=μe of linear complementarity problems. It has revealed that the Self-Regular method put forward by Peng Jiming, et al. recently is equivalent to a power equivalent transformation. A new interior point algorithm based on the general power transformation is developed. A comparison is made between the new algorithm and the existing interior point algorithm using some test problems. It demonstrates that the new algorithm is valid and has an advantage for some problems.
- 【文献出处】 大连理工大学学报 ,Journal of Dalian University of Technology , 编辑部邮箱 ,2004年03期
- 【分类号】O221.2
- 【下载频次】130