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解P_0非线性互补问题的光滑牛顿法

Smoothing newton method for P_0 nonlinear complementarity problems
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摘要 将互补问题转化为光滑方程组是求解互补问题的一个重要途径.通过对Fischer-Burmeister函数光滑化,得到一个新的光滑NCP函数,基于此建立了求解P0非线性互补问题的光滑牛顿法,并在一定条件下证明了该算法全局收敛性。 It is an important method for the nonlinear complementarity problem reformulated as a smooth system of equations. With smoothing Fischer-Burmeister function, we can obtain a new smoothing NCP function . A smoothing newton method for P0 nonlinear complementarity problems is presented based on the smooth complementarity function. And the proposed algorithm shows global convergence in suitable eonditions.
作者 丁小妹 马昌凤
机构地区 桂林电子科技大学数学与计算科学学院 福建师范大学数学与计算机科学学院
出处 《桂林电子科技大学学报》 2010年第3期255-257,共3页 Journal of Guilin University of Electronic Technology
基金 国家自然科学基金(10661005)
关键词 光滑牛顿法 NCP函数 非线性互补问题 smoothing newton method NCP function nonlinear complementarity problems
分类号 O224.2 [理学—运筹学与控制论]
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参考文献6

  • 1HARKER P T,PANG J-S.Finite dimensional variational inequality and nonlinear complementarity problem:A survey of theory,algorithms and applications,Mathematical[J].Programming,1990(48):161-220.
  • 2PANG J-S,Complementarity problems,Handbook of Global Optimization[M].Kluwer Academic Publishers,Boston,Massachusetts,1994:271-338.
  • 3Chen Jein-Shan,Pan Shao.A family of NCP functions and a descent method for the nonlinear complementarity problem[J].Comput Optim Appl,2008(40):389-404.
  • 4陈小红,马昌凤.非线性互补问题光滑牛顿法的全局收敛性[J].桂林电子科技大学学报,2006,26(5):402-405. 被引量：9
  • 5Chen Jein-Shan.On some NCP-functions based on the generalized Fischer-Burmeister function[J].Asia-Pacific Journal of Operational Research,2007(24):401-420.
  • 6Ma Changfeng,Chen Xiaohong.The convergence of a one-step smoothing newton method for P0-NCP based on a new smoothing NCP function[J] ,Journal of Computational and Applied Mathematics,2007,31(3).

二级参考文献7

  • 1ZHANG LIPING,GAO ZIYOU.Superlinear/quadratic one-stepsmoothing Newton method for P_0-NCP without strict complementarity[J].Mathematical Methods of Operation Research,2002,56:231-241.
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  • 6QI H.A regularized smoothing Newton method for box constrained variational inequality problems with P0-functions[J].SIAM Journal on Optimization,2000,10(1):315-330.
  • 7QI L,SUN D,ZHOU G.A new look at smoothing Newton methods for nonlinear complementarity problems and box constrainedvariational inequality problems[J].Mathematical Programming,2000,87(1):1-35.

共引文献8

桂林电子科技大学学报
2010年 第3期

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