東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Non-interior path-following methods ...

University of Washington.

Linked to FindBook

Google Book

Amazon

博客來

Non-interior path-following methods for complementarity problems.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Non-interior path-following methods for complementarity problems./
Author:	Xu, Song.
Description:	116 p.
Notes:	Chairperson: James V. Burke.
Contained By:	Dissertation Abstracts International59-09B.
Subject:	Mathematics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9907965
ISBN:	9780599057821

Non-interior path-following methods for complementarity problems.
Xu, Song.

Non-interior path-following methods for complementarity problems. - 116 p.

Chairperson: James V. Burke.

Thesis (Ph.D.)--University of Washington, 1998.

Because of its excellent numerical performance, non-interior path following methods (also called smoothing methods) have become an important class of methods for solving complementarity problems. However, no rate of convergence results are available for these methods. In this thesis, we bridge this gap between the theory and the practical performance of the methods. Specifically, we focus on the rates of convergence, the complexity, and the implementation of non-interior path following methods.

ISBN: 9780599057821Subjects--Topical Terms:

515831
Mathematics.

Non-interior path-following methods for complementarity problems.
LDR:02912nam 2200289 a 45 001 859510
005 20100713
008 100713s1998 ||||||||||||||||| ||eng d
020 $a 9780599057821
035 $a (UMI)AAI9907965
035 $a AAI9907965
040 $a UMI $c UMI
100 1 $a Xu, Song. $3 1026709
245 1 0 $a Non-interior path-following methods for complementarity problems.
300 $a 116 p.
500 $a Chairperson: James V. Burke.
500 $a Source: Dissertation Abstracts International, Volume: 59-09, Section: B, page: 4868.
502 $a Thesis (Ph.D.)--University of Washington, 1998.
520 $a Because of its excellent numerical performance, non-interior path following methods (also called smoothing methods) have become an important class of methods for solving complementarity problems. However, no rate of convergence results are available for these methods. In this thesis, we bridge this gap between the theory and the practical performance of the methods. Specifically, we focus on the rates of convergence, the complexity, and the implementation of non-interior path following methods.
520 $a The thesis introduces new notions of neighborhoods of the central path for non-interior path following methods for linear complementarity problems. These neighborhoods are modeled on similar concepts from the interior point literature and are used to adjust the value of a continuation parameter. However, these neighborhoods are fundamentally different from those used in the interior-point methods. In particular the solution set of the underlying LCP is contained in the interior of these neighborhoods relative to the affine constraints. The new neighborhood concepts have proven to be fundamental for both the theoretical analysis of the algorithms and in their practical implementation. With these new neighborhood concepts, we are able to establish the first global linear convergence result for non-interior path following methods. In order to accelerate the convergence, we introduce a predictor-corrector strategy. This strategy allows us to construct the first predictor-corrector non-interior path following method that is both globally linearly convergent and locally quadratically convergent. In the thesis, we also make progress toward understanding the computational complexity of these methods. Complexity results are obtained from both the algorithmic and condition-based perspectives. The complexity bounds that we establish are the only results for these methods that are available to date. These results represent a first step toward understanding the complexity of non-interior path following methods.
590 $a School code: 0250.
650 4 $a Mathematics. $3 515831
650 4 $a Operations Research. $3 626629
690 $a 0405
690 $a 0796
710 2 $a University of Washington. $3 545923
773 0 $t Dissertation Abstracts International $g 59-09B.
790 $a 0250
790 1 0 $a Burke, James V., $e advisor
791 $a Ph.D.
792 $a 1998
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9907965