Interior Point Method For Solving Linear Complementarity Problems With P*-matrix

摘要：

In this paper, we study the following Linear complementarity problem:M ∈ Rn×n,q ∈ Rn,find x ≥ 0,such that Mx + q > 0 and xT(Mx + q) =0. First of all,We study several properties of the P. matrlx.then we construct a combined homotopy equation, prove the existence and the convergence of the homotopy path,which is from any interior point to the solution of the problem . Numerical example shows that this method is feasible and effective.

关键词： complementarity problems P*—matrix homotopy method homotopy solution path

作者: Xiuyu Wang Xingwu Jiang Qinghuai Liu

作者单位: School of Basic Science, Changchun University of Technology, Changchun, 130012,P.R.China Jilin Business and Technology College Changchun, 130062, RR. China Institute of Applied Mathematics,Changchun University of Technology,Changchun, 130012, RR. China

会议类型: 国际会议

会议名称: 2010 International Conference on Computer,Mechatronics,Control and Electronic Engineering(2010计算机、机电、控制与电子工程国际会议 CMCE 2010)

会议地点: 长春

会议语种:英文

页码: 39-42

在线出版日期: 2010-08-24（万方平台首次上网日期，不代表论文的发表时间）