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解P0非线性互补问题的非单调光滑牛顿法
引用本文:丁小妹.解P0非线性互补问题的非单调光滑牛顿法[J].南平师专学报,2012(5):18-22,26.
作者姓名:丁小妹
作者单位:武夷学院数学与计算机系,福建武夷山354300
摘    要: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。

关 键 词:非单调线搜索  P0非线性互补问题  光滑牛顿法

Nonmonotone Smoothing Newton Method for P_0 Nonlinear Complementarity Problems
DING Xiaomei.Nonmonotone Smoothing Newton Method for P_0 Nonlinear Complementarity Problems[J].Journal of Nanping Teachers College,2012(5):18-22,26.
Authors:DING Xiaomei
Institution:DING Xiaomei (Department of Mathematics and Computer Science, Wuyi University, Wuyishan,Fujian 354300)
Abstract:Based on CHKS smoothing function, we reformulate nonlinear complementarity problem as a nonlinear nonsmooth system of equations. Then we reformulate the system of equations as a optimization problem by constructing a smooth operator. And we present a new smoothing Newton algorithm. which used the nonmonotone line search technique. The proposed algorithm is shown to globally convergent under suitable condition , and locally quadratically convergent without the strict complementarity assumption. At last the preliminary numerical results are reported.
Keywords:nonmonotone line search  P0 nonlinear complementarity problems  smoothing Newton method
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