摘要
利用FB-NCP函数将求解非线性互补问题等价转化为求解无约束问题的一个全局极小值.提出一种非单调自适应信赖域算法,并在FB正则的条件下得到该算法是全局收敛性结果.在适当的假设下,进一步证明了该算法的局部超线性收敛和二次收敛性.
The nonlinear complementarity problem can be reformulated as the solution of unconstrained optimization with FB-NCP function.A nonmonotone adaptive trust region method was proposed for the nonlinear complementarity problem.The proposed algorithm was proved to be convergent globally under FB regular.Furthermore,the algorithm had local superlinear and quadratic convergence under suitable assumptions.
出处
《安徽大学学报（自然科学版）》
CAS
北大核心
2010年第3期32-37,共6页
Journal of Anhui University(Natural Science Edition)
基金
国家自然科学基金资助项目(10661005)
广西研究生教育创新计划基金资助项目(2009105950701M31)
关键词
非线性互补问题
非单调自适应信赖域算法
全局收敛性
超线性
二次收敛性
nonlinear complementarity problem
nonmonotone adaptive trust region method
global convergence
superlinear
quadratic convergence
