Development of polynomial-time algorithms for solving non-monotone complementarity problems
Development of polynomial-time algorithms for solving non-monotone complementarity problems
批准号:
13650061
负责人:
YOSHISE Akiko
金额:
$1.92万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2001
资助国家:
日本
项目状态:
已结题
起止时间:
2001 至 2003
中文摘要
互补问题是一个寻找满足等式约束y=f(X)和互补条件的非负向量(x,y)的问题。虽然已有一些关于单调映射f的伪多项式时间算法被提出,但众所周知,即使f是线性的,PO映射f也是NP完全的。然而,现实世界中出现的许多问题都被表述为PO互补问题。研究的目的是开发一些有效的算法来解决这些实用的非单调互补问题。为此,我们给出了一种适用于PO函数互补问题的齐次内点方法,推导了它的理论性质,并给出了一个实用的算法。我们认为,通过提供一个新的算法,我们已经达到了研究的目的,留下了关于它的收敛的一些理想的性质
英文摘要
The complementarity problem is a problem to find a non negative vectors (x, y) which satisfy the equality constraint y=f(x) and the complementarity condition. While some pseudo polynomial-time algorithms have been developed for monotone mappings f, it is known diet the problem with a PO mapping f is NP-complete even if f is linear. However, many problems arising from the real world have been formulated into PO complementarily problems. The aim of the research is to develop some efficient algorithms for solving these practical but non-monotone complementarity problems. To attain it, we provide a homogeneous, interior point method which can be applicable to the complementarity problems with PO functions, derive its theoretical properties and develop a practical algorithm. We consider that we have attained the aim of the research by providing a new algorithm leaving some desirable properties concerning its convergence
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N.Thoai, Y.Yamamoto, A.Yoshise: "Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints"Journal of Optimization Theory and Applications. 124(印刷中). (2005)
N. Thoai、Y. Yamamoto、A. Yoshise:“求解具有线性互补约束的数学程序的全局优化方法”《优化理论与应用杂志》124(出版中)。
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K.Hotta, A.Yoshise: "A complexity bound of a predictor-corrector smoothing method using CHKS-functions for monotone LCP"Computational Optimization and Applications. 22. 351-367 (2002)
K.Hotta、A.Yoshise:“使用单调 LCP 的 CHKS 函数的预测校正器平滑方法的复杂性界限”计算优化和应用。
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吉瀬章子 著: "応用数理計画ハンドブック(理論編 線形計画法)(久保幹雄, 田村明久, 松井知己 編)"朝倉書店. 1354 (2002)
吉濑明子:《应用数学规划手册(理论版:线性规划)(久保干雄、田村明久、松井友美编)》朝仓书店 1354(2002)。
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N.Thoai, Y.Yamamoto, A.Yoshise: "Global Optimization Method for Solving Mathematical Programs with Linear Complementarity Constraints"Journal of Optimization Theory and Applications. 124(To appear). (2005)
N.Thoai、Y.Yamamoto、A.Yoshise:“求解具有线性互补约束的数学程序的全局优化方法”优化理论与应用杂志。
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反町宏明, 吉瀬章子: "サポートベクターマシンにおけるカーネル行列の最適化"統計数理研究所共同研究レポート「最適化-モデリングとアルゴリズム」. 17. 253-275 (2004)
Hiroaki Sorimachi、Akiko Kichise:“支持向量机中核矩阵的优化”统计数学研究所联合研究报告“优化 - 建模和算法”17. 253-275 (2004)。
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