A High-Order Dikin-Type Algorithm for $P_*(\kappa)$-LCPs in a Wide Neighborhood of the Central Path
Received:March 29, 2006  Revised:November 22, 2007
Key Word: complementarity problem   high-order affine scaling   polynomial-time complexity   interior-point algorithm   $P_*(\kappa)$-matrix.  
Fund ProjectL:the Natural Science Foundation of Education Department of Hebei Province (No.D200613009).
Author NameAffiliation
GONG Xiao Yu College of Science, Maoming University, Guangdong 525000, China 
ZHANG Ming Wang College of Science, Three Gorges University, Hubei 443002, China 
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Abstract:
      Based on the idea of Dikin-type primal-dual affine scaling method for linear programming, we describe a high-order Dikin-type algorithm for $P_*(\kappa)$-matrix linear complementarity problem in a wide neighborhood of the central path, and its polynomial-time complexity bound is given. Finally, two numerical experiments are provided to show the effectiveness of the proposed algorithms.
Citation:
DOI:10.3770/j.issn:1000-341X.2009.01.010
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