摘要
A PRP-type smoothing conjugate gradient method for solving large scale nonlinear complementarity problems （NCP（F）） is proposed. At each iteration, two Armijo line searches are performed, which guarantees the positive property of the smoothing parameter and minimizes the merit function formed by Fischer-Burmeister function, respectively. Global convergence is studied when F：R^n→R^n is a continuously differentiable P0 ＋ R0 function. Numerical results show that the method is efficient.
A PRP-type smoothing conjugate gradient method for solving large scale nonlinear complementarity problems （NCP（F）） is proposed. At each iteration, two Armijo line searches are performed, which guarantees the positive property of the smoothing parameter and minimizes the merit function formed by Fischer-Burmeister function, respectively. Global convergence is studied when F：R^n→R^n is a continuously differentiable P0 ＋ R0 function. Numerical results show that the method is efficient.
基金
supported by the Teaching and Research Award Program for the Outstanding Young Teachers in Higher Education Institutes of Ministry of Education,P.R.China.
