| 一个求解非线性互补问题的光滑化全局收敛性算法 |
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| 引用本文： | 何婵.一个求解非线性互补问题的光滑化全局收敛性算法[J].南平师专学报,2011,30(2):35-39. |
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| 作者姓名： | 何婵 |
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| 作者单位： | 武夷学院数学与计算机系,福建武夷山,354300 |
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| 基金项目： | 2009年武夷学院科研基金资助项目(项目编号:xq0927) |
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| 摘 要： | 求解非线性互补问题的一种方法是将其转化为非光滑方程组。本文通过引进一个基于Fischer-Burmeister函数的光滑NCP函数8],建立了求解P0函数非线性互补问题的一个新的光滑牛顿算法。这个算法在每步迭代中只需要解一个光滑方程且不要求给出具体光滑因子下降的过程。在一定的条件下,证明了该算法的全局收敛性。数值试验表明该算法是有效的.
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| 关 键 词： | 非线性互补问题 光滑牛顿算法 全局收敛性 |
A Globally Convergent Smoothing Method for Solving Nonlinearcomplementarity Problem |
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| HE Chan.A Globally Convergent Smoothing Method for Solving Nonlinearcomplementarity Problem[J].Journal of Nanping Teachers College,2011,30(2):35-39. |
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| Authors: | HE Chan |
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| Institution: | HE Chan(Mathematics and Computer Department of Wuyi University,Wuyishan,Fujian 354300) |
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| Abstract: | The nonlinear complementarity problem(denote by NCP(F) ) can be refor-mulated as the solution of a nonsmooth system of equations.By introducing a smoothingNCP-function 8] based on Fischer-Burmeister function,the problem is approximated by afamily of parameterized smooth equations.A new smoothing Newton method is proposedfor solving the nonlinear complementarity problem with P0function based on the smoothingNCP-function,and it never requires a procedure to decrease an approximation parameter.The proposed al... |
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| Keywords: | nonlinear complementarity problem smoothing Newton method global conver-gence |
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