| Smoothing Newton Algorithm for Nonlinear Complementarity Problem with a P.Function |
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| 作者姓名： | 刘丹红 黄涛 王萍 |
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| 作者单位： | School of Sciences Tianjin University，Department of Logistics Command and Engineering，Naval University of Engineering，School of Sciences，Tianjin University，Tianjin 300072，China，Tianjin 300450，China，Tianjin 300072，China |
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| 基金项目： | 中国博士后科学基金;天津省科技发展计划 |
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| 摘 要： | 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.
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| 关 键 词： | 非线性互补问题 牛顿算法 P函数 数学 |
| 修稿时间： | 2007-04-30 |
Smoothing Newton Algorithm for Nonlinear Complementarity Problem with a P* Function |
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| LIU Danhong,HUANG Tao,WANG Ping.Smoothing Newton Algorithm for Nonlinear Complementarity Problem with a P.Function[J].Transactions of Tianjin University,2007,13(5):379-386. |
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| Authors: | LIU Danhong HUANG Tao WANG Ping |
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| Institution: | 1. School of Sciences, Tianjin University, Tianjin 300072, China
2. Department of Logistics Command and Engineering, Naval University of Engineering, Tianjin 300450, China |
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| Abstract: | 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. |
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| Keywords: | P* nonlinear complementarity problem smoothing Newton algorithm maximally complementary solution |
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