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A Kernel Function Based Interior-Point Methods for Solving P_*(κ)-Linear Complementarity Problem

查看全文 作  者:M.Reza [1,2]PEYGHAMI;Keyvan [3]AMINI 高影响力作者 机构地区:[1]Department of Mathematics, K. N. Toosi University. of Technology;[2]School of Mathematics, Institute for Research in Fundamental Sciences (IPM);[3]Department of Mathematics, Faculty of Sciences, Razi University高影响力机构 出  处:《Acta Mathematica Sinica,English Series》索引2010年第26卷第9期,共18页高影响力期刊 基  金:Supported by a grant from IPM (Grant No. 8890027) 摘  要:In this paper, motivated by the complexity results of Interior Point Methods (IPMs) forLinear Optimization (LO) based on kernel functions, we present a polynomial time IPM for solvingP_*(κ)-linear complementarity problem, using a new class of kernel functions. The special case of ournew class was considered earlier for LO by Y. Q. Bai et al. in 2004. Using some appealing propertiesof the new class, we show that the iteration bound for IPMs matches the so far best known theoreticaliteration bound for both large and small updates by choosing special values for the parameters of thenew class. 关 键 词:非线性互补问题 核函数 内点方法 求解 多项式时间 线性优化 综合防治 IPM
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