TY - JOUR T1 - An Asymptotical $O((k + 1)n^3L)$ Affine Scaling Algorithm for the $P_*(k)$-Matrix Linear Complementarity Problem AU - Wang , Zhe-Ming AU - Huang , Zheng-Hai AU - Zhou , Kun-Ping JO - Journal of Computational Mathematics VL - 2 SP - 177 EP - 186 PY - 2001 DA - 2001/04 SN - 19 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/8970.html KW - linear complementarity problem, $P_*(K)$-matrix, affine scaling algorithm. AB -
Based on the generalized Dikin-type direction proposed by Jansen et al in 1997, we give out in this paper a generalized Dinkin-type affine scaling algorithm for solving the $P_*(k)$-matrix linear complementarity problem (LCP). By using high-order correctors technique and rank-one updating, the iteration complexity and the total computational turn out asymptotically $O((\kappa+1)\sqrt{n}L)$ and $O((\kappa+1)n^3L)$ respectively.