求解带M-函数NCP的一种积极集算法

An Active Set Algorithm for NCP with M-Function

非线性互补问题(NCP)是一类应用非常广泛的问题。提出了一种积极集算法用于求解带M-函数NCP,给出了算法的收敛性定理。数值实验表明该算法具有有效性。

Nonlinear complementarity problem（NCP） is a kind of very important problem. In this pose an active set algorithm for NCP with -function. Furthermore, we establish the convergence algorithm. Numerical results show that active set algorithm is very effetive for NCP. paper, we protheorem for our