A predictor-corrector interior-point algorithmfor monotone variational inequality problems

• 作 者: 梁昔明 钱积新
• 机 构: CollegeofInformationScienceg~.Engineering,NationalLabofIndustrialControlTechnology
• 出 处: 浙江大学学报：自然科学英文版
• 发表日期: 2002年3期
• 关键词: 线性规划 预测校正内点算法 单调变分不等式 数值实验 Variational inequality problems(VIP) Predictorcorrec
• 基金项目: ProjectsupportedbytheNationalNaturalScienceFoundationofChina(No .699740 43 ) ,,andHunanProvincialNaturalScienceFoundation ,,China (No .99JJY2 0 0 62 )

Mehrotra' s recent suggestion of a predictor-eorrector variant of primal-dual interior-point method for linear programming is currently the interior-point method of choice for linear programming.In this work the authors give a predictor-corrector inte