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广义互补问题的正则化牛顿算法

Reguarization-Newton Algorithm for the Generalized Nonlinear Complementarity Problem
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摘要 首先将定义在闭凸多面锥上的广义互补问题(GNCP)转化为一个等价的非线性方程组,然后利用正则化牛顿算法来求解此非线性方程组,并建立了算法的超线性(二阶)收敛性。 The generalized nonlinear complementarity problem (GNCP) over a polyhedral cone is considered.To solve the problem, it is first reformulated as a system of nonlinear equations, and then develop a regularization- Newton algorithm to solve it. The global convergence and superlinear convergence rate of the algorithm are also analyzed.
作者 曹媛媛
出处 《科学技术与工程》 2009年第24期7296-7300,7314,共6页 Science Technology and Engineering
基金 国家自然科学(10771120)资助
关键词 广义互补问题 正则化牛顿算法 半光滑 广义Jocobian 非奇异性条件 general nonlinear complementarity problem generalized Jocobian nonsingularity condition regularization-Newton method semismooth
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参考文献9

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