求解P_0函数非线性互补问题的一步光滑牛顿法

A One-step Smoothing Newton Method for P_0-NCP

将非线性互补问题转化为光滑方程组是求解非线性互补问题的一个重要途径.通过对Fischer-Burmeister函数的光滑化,引入了一个新的光滑NCP函数,并在此基础上建立了求解P0函数非线性互补问题的一步光滑牛顿法,同时在较弱的条件下证明了该算法的适定性和全局收敛性.

It is an important approach to convert the nonlinear complementarity problem into solving a smooth equations. By introducing a new smoothing NCP-function, the problem is approximated by a family of parameterized smooth equations. A one-step smoothing Newton algorithm is presented for solving the non- linear complementarity problem with P0 -function （denoted by P0 -NCP） based on the new smoothing NCP- function of generalized Fischer-Burmeister function. The proposed algorithm is proved to be well-defined and convergent globally under weaker conditions.