报告题目 (Title)：基于核函数的牛顿步求解 -wLCP）的内点算法（Kernel-Based Full-Newton Step IPM for -wLCP）

报告人 (Speaker)： 王国强 教授（上海工程技术大学）

报告时间 (Time)：2023年11月10日(周五) 10:30-12:00

报告地点 (Place)：校本部GJ303

邀请人(Inviter)：白延琴 教授

主办部门：理学院数学系

报告摘要：

In this talk, we consider a kernel-based full-Newton step feasible interior-point method (IPM) for -weighted linear complementarity problem (WLCP). The specific eligible kernel function is used to define an equivalent form of the central path, the proximity measure, and to obtain search directions. Full Newton steps are adopted to avoid the line search at each iteration. It is shown that with appropriate choices of the parameters, and a certain condition on the starting point, the iterations always lie in the defined neighborhood of the central path. Assuming strict feasibility of -WLCP, it is shown that the IPM converges to the -approximate solution of -WLCP in a polynomial number of iterations. Some numerical results are provided to indicate the computational performance of the full-Newton step feasible IPM.