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2006•Journal of Lanzhou University of TechnologyRequires access

A high-order Dikin type affine scaling algorithm for P_*(κ) linear complementary problems

Mingwang Zhang

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Abstract

A new interior point algorithm i.e.high-order Dikin type affine scaling algorithm for P_*(κ) linear complementary problems was developed.On the basis of the idea of Dikin type primal-dual affine scaling method for linear programming,the search direction of the algorithm developed was obtained by using a linear equation system at each iteration.It was shown that,by appropriately choosing the step size,the algorithm has polynomial complexity.

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What this paper is about

A new interior point algorithm i.e.high-order Dikin type affine scaling algorithm for P_*(κ) linear complementary problems was developed.On the basis of the idea of Dikin type primal-dual affine scaling method for linear programming,the search direction of the algorithm developed was obtained by using a linear equation system at each iteration.It was shown that,by appropriately choosing the step size,the algorithm has polynomial complexity.

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Available abstract

A new interior point algorithm i.e.high-order Dikin type affine scaling algorithm for P_*(κ) linear complementary problems was developed.On the basis of the idea of Dikin type primal-dual affine scaling method for linear programming,the search direction of the algorithm developed was obtained by using a linear equation system at each iteration.It was shown that,by appropriately choosing the step size,the algorithm has polynomial complexity.

Key concepts: Algorithm, Interior point method, Mathematics, Affine transformation, Scaling, Linear programming, Affine combination, Type (biology)

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