高斯牛顿算法在求解广义互补问题中的应用

The Using of Gauss-Newton Methods for sovling Complementarity Problem

本文将广义互补问题转化为一个非线性方程组问题,然后建立了GCP问题的无约束优化问题的转化形式,对该优化问题,用两种步长下的阻尼高斯牛顿算法来求解,并给出了两种情况下算法的全局收敛性.

In this paper we reformulate GCP a sasystem of nonlinear equations, and the GCP is reformulated as unconstrained optimization problem, as for the optimization problem, the damped Gauss - Newton Method algorithm of two kinds of steps is employed for obtaining its solution, and the global convergence analysis are given in this thesis.