An Asymptotical $O((k + 1)n^3L)$ Affine Scaling Algorithm for the $P_*(k)$-Matrix Linear Complementarity Problem

An Asymptotical $O((k + 1)n^3L)$ Affine Scaling Algorithm for the $P_*(k)$-Matrix Linear Complementarity Problem

Year:    2001

Author:    Zhe-Ming Wang, Zheng-Hai Huang, Kun-Ping Zhou

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 2 : pp. 177–186

Abstract

Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dinkin-type affine scaling algorithm for solving the $P_*(k)$-matrix linear complementarity problem (LCP). By using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically $O((\kappa+1)\sqrt{n}L)$ and $O((\kappa+1)n^3L)$ respectively.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2001-JCM-8970

Journal of Computational Mathematics, Vol. 19 (2001), Iss. 2 : pp. 177–186

Published online:    2001-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    linear complementarity problem $P_*(K)$-matrix affine scaling algorithm.

Author Details

Zhe-Ming Wang

Zheng-Hai Huang

Kun-Ping Zhou