AN ASYMPTOTICAL O((k + 1)n^3L) AFFINE SCALING ALGORITHM FOR THE P_*(k)-MATRIX LINEAR COMPLEMENTRITY PROBLEM

作     者：Zhe-ming Wang Zheng-hai Huang Kun-ping Zhou 

作者机构：Department of Statistics and Operations ResearchFadan UniversityShanghai 200433China Institute of Applied MathematicsAcademy of Mathematics and Systems SciencesAcademy of SciencesBeijing 100080China 

出 版 物：《Journal of Computational Mathematics》 (计算数学（英文）)

年 卷 期：2001年第19卷第2期

页      面：177-186页

核心收录：

学科分类：07[理学] 070102[理学-计算数学] 0701[理学-数学] 

主　　题：linear complementarity problem P*(k)-matrix affine scaling algorithm 

摘      要：Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dikin-type affine scaling algorithm for solving the P-*(kappa)-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((kappa + 1)root nL) and O((kappa + 1)n(3)L) respectively.