本文研究了单调线性互补问题的一种内点算法.利用牛顿方向和中心路径方向,获得了求解单调线性互补问题的一种内点算法,并证明该算法经过多项式次迭代之后收敛到原问题的一个最优解.数值实验表明此方法是有效的.
In this article, we study an interior point method to monotone linear complementarity problems. By using Newton direction and centering direction, we establish a feasible interior point algorithm for monotone linear complementarity problem and show that this method is polynomial in complexity. Numerical results indicate that the method is feasible and effective.