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Iteration complexity of an interior-point algorithm for nonlinear P*-complementarity problems
Zhao, YB; Han, JY; Xu, ZZ
1999
Source PublicationINTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
ISSN0020-7160
Volume70Issue:4Pages:699-715
AbstractThis paper provides an analysis of the iterative complexity of a predictor-corrector type interior-point algorithm for a class of non-monotone nonlinear complementarity problems, i.e., the nonlinear P*-complementarity problems, which is quite general because it includes as a special case the monotone complementarity problem. At each corrector step, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. The proof of the iterative complexity of the proposed algorithm requires that the mapping associated the problem satisfies a scaled Lipschitz condition.
Keywordinterior-point algorithm nonlinear P*-complementarity problem iterative complexity scaled Lipschitz condition
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000079804700007
PublisherGORDON BREACH SCI PUBL LTD
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/14619
Collection中国科学院数学与系统科学研究院
Corresponding AuthorZhao, YB
Affiliation1.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
2.Agr Bank China, Ctr Comp, Chongqing Branch, Chongqing 400013, Peoples R China
Recommended Citation
GB/T 7714
Zhao, YB,Han, JY,Xu, ZZ. Iteration complexity of an interior-point algorithm for nonlinear P*-complementarity problems[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,1999,70(4):699-715.
APA Zhao, YB,Han, JY,&Xu, ZZ.(1999).Iteration complexity of an interior-point algorithm for nonlinear P*-complementarity problems.INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,70(4),699-715.
MLA Zhao, YB,et al."Iteration complexity of an interior-point algorithm for nonlinear P*-complementarity problems".INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS 70.4(1999):699-715.
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