对线性互补问题提出了一种新的宽邻域预估校正算法.算法是基于经典线性规划路径跟踪算法的思想,将MaziarSalahi关于线性规划预估校正算法推广到线性互补问题中,给出了算法的具体迭代步骤并讨论了算法迭代复杂性.最后证明了算法具有多项式复杂性为O(nlog(x0)Ts0/ε.
Based on the idea of interior-point algorithm for linear programming. We describe a new wide neighborhood predictor-corrector interior-point algorithm for linear complementarity. Our algorithm can be an extension of Maziar Salahi's predictor-corrector algorithm for linear programming.The concrete step of the algorithm are introduced in this paper. At last, we also show that the iteration complexity of our algorithm is O(n log(x0)Ts0/ε).