A NON-INTERIOR-POINT CONTINUATION METHOD FOR LINEAR COMPLEMENTARITY-PROBLEMS

被引：189

作者：

CHEN, BT ^{[1
]}

HARKER, PT ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,DEPT DECIS SCI,PHILADELPHIA,PA 19104

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1993年 / 14卷 / 04期

关键词：

LINEAR COMPLEMENTARITY; CONTINUATION; INTERIOR-POINT METHODS; P(0)-MATRIX;

D O I：

10.1137/0614081

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents a continuation method for linear complementarity problems based on a new smooth equation formulation. In particular, the case of a linear complementarity problem defined by a positive semidefinite or P0 matrix is studied in detail. Extensive numerical testing of the continuation method is performed for both problems in the literature and randomly generated problems.

引用

页码：1168 / 1190

页数：23

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