A combined homotopy interior point method for the linear complementarity problem

چاپ
مقطع تحصیلی: عمومی

رای دهی: 5 / 5

فعال سازی ستارهفعال سازی ستارهفعال سازی ستارهفعال سازی ستارهفعال سازی ستاره
 
مقاله   computational and Applied mathematics   2005   Elsevier   Qian Yu   Chongchao Huang   Xianjia Wang   Homotopy   Homotopy path   Interior point algorithm   Linear complementarity problem   Predictor corrector algorithm  

عنوان مقاله :

A combined homotopy interior point method for the linear complementarity problem

Applied Mathematics and Computation

نویسنده: 

Institute of Systems Engineering, School of Water Resource and Hydropower, Wuhan University, Wuhan 430072, China

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Institute of Systems Engineering, School of Water Resource and Hydropower, Wuhan University, Wuhan 430072, China


سال انتشار : 2005

منتشر شده در :

Applied Mathematics and Computation

Elsevier

کلمات کلیدی :

دریافت فایل

چکیده:

A combined homotopy interior point method for the linear complementarity problem (LCP) is proposed in this paper. We construct a homotopy path for the linear complementarity problem and prove that the homotopy path determines a smooth interior path from an arbitrary given interior point to the solution of LCP. Furthermore, we modify a predictor corrector algorithm with the technique of the cone neighborhood to trace the homotopy path. Finally, a numerical example is provided to show the effectiveness and feasibility of this method.

کد مقاله = 2000