求解P_0-函数非线性互补问题的参数微分法

Parametric Differentiation Method for the P_0-function Nonlinear Complementarity Problems

将P0-函数非线性互补问题(NCP(F))转化为求解一个等价的非线性方程组.由于转化后的非线性方程组相应的非线性映射一般是非光滑的,因此利用光滑化的Fischer-Burmeister函数构造与NCP(F)等价的光滑方程组.在此基础上建立求解NCP(F)的参数微分法.数值实验表明,这一方法是有效的.

A popular approach to solving the nonlinear complementarity problem （NCP） is to reformulate the NCP as a nonlinear system of equations. An equivalent nonlinear system of equations based on the smoothing Fischer function is constructed. Parametric differentiation is given to solve the P0-function nonlinear complementarity problem. Finally, numerical experiments present that this method is effective.