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  • 标题:Long step homogeneous interior point algorithm for the p* nonlinear complementarity problems
  • 本地全文:下载
  • 作者:Lešaja Goran
  • 期刊名称:Yugoslav Journal of Operations Research
  • 印刷版ISSN:0354-0243
  • 电子版ISSN:1820-743X
  • 出版年度:2002
  • 卷号:12
  • 期号:1
  • 页码:17-48
  • DOI:10.2298/YJOR0201017L
  • 出版社:Faculty of Organizational Sciences, Belgrade, Mihajlo Pupin Institute, Belgrade, Economics Institute, Belgrade, Faculty of Transport and Traffic Engineering, Belgrade, Faculty of Mechanical Engineering, Belgrade
  • 摘要:

    A P*-Nonlinear Complementarity Problem as a generalization of the P*-Linear Complementarity Problem is considered. We show that the long-step version of the homogeneous self-dual interior-point algorithm could be used to solve such a problem. The algorithm achieves linear global convergence and quadratic local convergence under the following assumptions: the function satisfies a modified scaled Lipschitz condition, the problem has a strictly complementary solution, and certain submatrix of the Jacobian is nonsingular on some compact set.

  • 关键词:P*-nonlinear complementarity problem; homogeneous interior-point algorithm; wide neighborhood of the central path; polynomial complexity; quadratic convergence.
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