Two interior-point methods for nonlinear P-*(tau)-complementarity problems

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	*Two interior-point methods for nonlinear P-(tau)-complementarity problems**
	Zhao, YB; Han, JY
	1999-09-01
发表期刊	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN	0022-3239
卷号	102 期号:3 页码:659-679
摘要	Two interior-point algorithms using a wide neighborhood of the central path are proposed to solve nonlinear P*-complementarity problems. The proof of the polynomial complexity of the first method requires the problem to satisfy a scaled Lipschitz condition. When specialized to monotone complementarity problems, the results of the first method are similar to those in Ref 1. The second method is quite different from the first in that the global convergence proof does not require the scaled Lipschitz assumption. However, at each step of this algorithm, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied.
关键词	interior-point algorithms nonlinear P-*-complementarity problems polynomial complexity scaled Lipschitz condition
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000082568900010
出版者	KLUWER ACADEMIC/PLENUM PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14178
专题	中国科学院数学与系统科学研究院
通讯作者	Zhao, YB
作者单位	Chinese Acad Sci, Inst Appl Math, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zhao, YB,Han, JY. Two interior-point methods for nonlinear P-*(tau)-complementarity problems[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,1999,102(3):659-679.
APA	Zhao, YB,&Han, JY.(1999).Two interior-point methods for nonlinear P-*(tau)-complementarity problems.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,102(3),659-679.
MLA	Zhao, YB,et al."Two interior-point methods for nonlinear P-*(tau)-complementarity problems".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 102.3(1999):659-679.