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1.
基于光滑互补函数,将非线性互补问题等价转化光滑方程组问题,构造了一个新的求解该光滑方程组的非精确 Jacobian 光滑化方法,该算法克服牛顿法解大规模互补问题的不便,并证明了该算法具有全局收敛性,在一定的假设条件下具有局部二次收敛性。  相似文献   

2.
给出求解P0函数非线性互补问题光滑化拟牛顿算法,在P0函数非线性互补问题有非空有界解集、F'是Lipschitz连续的、聚点严格互补的条件下,证明了算法的超线性收敛性.  相似文献   

3.
文章首先提出一类新的光滑互补函数,在此基础上将非线性互补问题转化为与之等价的光滑方程组;其次提出了一种求解非线性互补问题的光滑牛顿法,并证明算法具有全局收敛性;最后给出了数值实验.  相似文献   

4.
在利用Fischer-Burmeister函数将非线性互补问题转化为非线性方程组的基础上,给出一种光滑NCP函数的光滑非精确牛顿算法解非线性互补问题.在每次迭代中只须求出线性系统的非精确解,并在较弱条件下证明了该算法的全局收敛性,数值结果证明了算法的有效性.  相似文献   

5.
利用绝对值函数的光滑函数将约束非线性方程组转化为一个光滑方程组,用非精确Levenberg-Mar-quardt方法求解该光滑方程组,得到一种求解约束非线性方程组的非精确Levenberg-Marquardt算法,证明该算法具有全局收敛性,并给出数值实验.  相似文献   

6.
基于CHKS光滑函数,将非线性互补问题转化为非线性光滑方程组,再构造光滑算子,将非线性光滑方程组转化为优化问题,且构造了一个新的牛顿算法,该算法引入了非单调线搜索,并在一定条件下证明了它的全局收敛性,及在非奇异条件而非严格互补条件条件下,证明了它的局部二次收敛性。最后给出数值实验结果。  相似文献   

7.
支持向量机的二次规划可以表现为不同形式.在本文中,将支持向量机的求解转化为非线性混合互补问题,利用Fischer-Burmeister函数和minimum函数将其表示成不同的半光滑等式系统,由此可以利用阻尼牛顿法来求解.数值实验表明将半光滑算法应用于支持向量机问题中是有效的.  相似文献   

8.
基于光滑Fischer-Burmeister函数,给出求解线性对称锥规划的一步光滑牛顿法.该算法在每一步迭代只需求解一个线性方程组,并进行一次线性搜索.不必满足严格互补,算法具有全局收敛性.  相似文献   

9.
广义互补问题的改进Newton算法及收敛性   总被引:1,自引:1,他引:0  
首先将定义在闭凸多面雏上的广义互补问题转化为一个等价的非线性方程组,然后利用一种修正的光滑Newton法求解该非线性方程组,并在一定的条件下,证明了算法具有全局收敛性.  相似文献   

10.
结合正矢函数,在Fischer-Burmeister函数的框架下给出一种新的二阶锥互补函数.利用该函数设计了一种求解二阶锥互补问题的光滑牛顿法,证明算法具有全局收敛性,并给出了数值实验.  相似文献   

11.
借助Fischer函数将凸多面体上的垂直线性互补问题(VLCP)等价地转化为一个非线性方程组系统,在较弱条件下,给出了VLCP的误差界;同时,给出了一种求解VLCP的Levenberg-Marquardt方法,并在不要求存在非退化解的条件下证明了这种方法的全局收敛性和二次收敛性.  相似文献   

12.
The generalized complementarity problem includes the well-known nonlinear complementarity problem and linear complementarity problem as special cases.In this paper, based on a class of smoothing functions, a smoothing Newton-type algorithm is proposed for solving the generalized complementarity problem.Under suitable assumptions, the proposed algorithm is well-defined and global convergent.  相似文献   

13.
A mechanism for proving global convergence in filter-SQP(sequence of quadratic programming)method with the nonlinear complementarity problem(NCP)function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.  相似文献   

14.
1IntroductionTherehavebeenmailystudiesonnonsllloothequatiollsl"'"]F(x)=0,FiD=R"-R",((l.l)butfewauthorsusedembedding1lletllodtosolve'theequations(1.l).In1990,S.M.RobinsonstudiedthenonsnlootllembeddingmethodforaclassofBdifferentiableequationsill[51.WhenFiss…  相似文献   

15.
考虑带有幂函数干扰的AKNS等谱问题,仍然成功地导出一族新的非线性发展方程族,并利用迹的恒等式建立起这一非线性发展方程族的双Hamilton结构,在势和特征函数之间的Neumann约束之下,我们将等谱问题非线性化为有限维Hamilton系统。  相似文献   

16.
Based on the generalized Fischer-Burmeister function, Chen et al in 2008 put forward a regularization semismooth Newton method for solving the nonlinear complementarity problem with a p0 -function. In this paper, we investigate the above algorithm with the monotone line search replaced by a non-monotone line search. It is shown that the non-monotone algorithm is well-defined, and is globally and locally superlinearly convergent under standard as- sumptions.  相似文献   

17.
Based on a smoothing symmetric disturbance FB-function, a smoothing inexact Newton method for solving the nonlinear complementarity problem with P0-function was proposed. It was proved that under mild conditions, the given algorithm performed global and superlinear convergence without strict complementarity. For the same linear complementarity problem (LCP), the algorithm needs similar iteration times to the literature. However, its accuracy is improved by at least 4 orders with calculation time reduced by almost 50%, and the iterative number is insensitive to the size of the LCP. Moreover, fewer iterations and shorter time are required for solving the problem by using inexact Newton methods for different initial points.  相似文献   

18.
By using a smoothing function,the P nonlinear complementarity problem(P NCP)can be reformulated as a parameterized smooth equation.A Newton method is proposed to solve this equation.The iteration sequence generated by the proposed algorithm is bounded and this algorithm is proved to be globally convergent under an assumption that the P NCP has a nonempty solution set.This assumption is weaker than the ones used in most existing smoothing algorithms.In particular,the solution obtained by the proposed algorithm is shown to be a maximally complementary solution of the P NCP without any additional assumption.  相似文献   

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