2003 Fiscal Year Final Research Report Summary
Development of polynomial-time algorithms for solving non-monotone complementarity problems
| Project/Area Number |
13650061
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Engineering fundamentals
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| Research Institution | University of Tsukuba |
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Principal Investigator |
YOSHISE Akiko University of Tsukuba, Institute of Policy and Planning Sciences, Associate Professor, 社会工学系, 助教授 (50234472)
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| Co-Investigator(Kenkyū-buntansha) |
SHIGENO Maiko University of Tsukuba, Institute of Policy and Planning Sciences, Assistant Professor, 社会工学系, 講師 (40272687)
TAKAHITO Kuno University of Tsukuba, Institute of Information Sciences and Electronics, Associate Professor, 電子・情報工学系, 助教授 (00205113)
YAMAMOTO Yoshitsugu University of Tsukuba, Institute of Policy and Planning Sciences, Professor, 社会工学系, 教授 (00119033)
ANDO Kazutoshi Shizuoka University, Department of Systems Engineering, Associate Professor, 工学部, 助教授 (00312819)
SATO-ILIC Mika (佐藤 美佳) University of Tsukuba, Institute of Policy and Planning Sciences, Associate Professor, 社会工学系, 助教授 (60269214)
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| Project Period (FY) |
2001 – 2003
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| Keywords | Complementarity problem / Optimization / Polynomial-time algorithm / Interior point method / Homogeneous method |
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| Research Abstract |
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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