Iteration complexity of an interior-point algorithm for nonlinear P*-complementarity problems

CSpace

	*Iteration complexity of an interior-point algorithm for nonlinear P-complementarity problems**
	Zhao, YB ; Han, JY ; Xu, ZZ
	1999
发表期刊	INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
ISSN	0020-7160
卷号	70 期号:4 页码:699-715
摘要	This 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.
关键词	interior-point algorithm nonlinear P*-complementarity problem iterative complexity scaled Lipschitz condition
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000079804700007
出版者	GORDON BREACH SCI PUBL LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14619
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	1.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Agr Bank China, Ctr Comp, Chongqing Branch, Chongqing 400013, Peoples R China
推荐引用方式 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.