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求解非线性互补问题的内点正算法 被引量:5

A Positve Interior-Point Algorithm for Nonlinear Complementarity Problems
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摘要  针对非线性互补问题,提出了与其等价的非光滑方程的内点正算法,并在一定条件下证明了该算法的收敛性定理· 数值结果表明。 A new iterative method,which is called positive interior_point algorithm,is presented for solving the nonlinear complementarity problems.This method is of the desirable feature of robustness.And the convergence theorems of the algorithm is established.In addition,some numerical results are reported.
出处 《应用数学和力学》 CSCD 北大核心 2003年第3期315-322,共8页 Applied Mathematics and Mechanics
基金 湖南省自然科学基金资助项目(98JJY2053)
关键词 非线性互补问题 内点正算法 非光滑方程 收敛性 nonlinear complementarity problems positive interior_point algorithm non_smooth equations
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