数学系Seminar 822
主题：求解线性互补问题的基于核函数的内点算法
报告人：Goran Lesaja 教授（Georgia Southern University, Statesboro, Georgia, USA)
时间：2013年12月10日（周二)9:00
地点：校本部G507
主办部门：理学院数学系

摘要：Linear Complementarity Problems (LCP) is an important class of problems closely related to many optimization problems. Thus, efficient algorithms for solving LCP are of the interest for theoretical and practical purposes.

In this talk a Feasible Interior-Point Methods (IPM) based on the class of eligible kernel functions is presented. This class is fairly general and includes the classical logarithmic function, the prototype self-regular function, and non-self-regular kernel functions as special cases. It will be will be shown that the method globally converges and iteration bounds to obtain epsilon-approximate solution matches best known iteration bounds for these types of methods. In particular, one of the main achievements of the kernel-based IPMs is the improved complexity of long-step methods.