期刊文献+

求解广义非线性互补问题的自适应信赖域方法

A Method with Self-adaptive Trust for Generalized Nonlinear Complementary Problems
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摘要 提出一个求解广义互补问题的自适应信赖域算法,在适当假设下,证明算法具备全局收敛性和局部收敛性. A trust region method with self-adaptive for solving the generalized complementarity is proposed.The global and local superlinear convergence of the method are shown under some suitable assumptions.
作者 黄宝华
出处 《福建师范大学学报(自然科学版)》 CAS CSCD 北大核心 2011年第1期34-40,共7页 Journal of Fujian Normal University:Natural Science Edition
基金 福建省自然科学基金资助项目(2010J05003)
关键词 广义互补问题 自适应 全局收敛性 局部收敛性 generalized complementarity problem self-adaptive global convergence local convergence
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参考文献5

  • 1Kanzow C, Kleinmichel H. A new class of semismooth Newton-type methods for nonlinear complementarity problems [J]. Computational Opimization and Applications, 1998, 11: 227-251.
  • 2Jiang H, Fukushima M, Qi L, et al. A trust region method for solving generalized complementarity problems [J]. SIAM Journal on Optimization, 1998, 8: 140-157.
  • 3Powell M J D. Convergence properties of a class minimization algorithms [M]. New York: Academic Press, 1975: 1-27.
  • 4Kanzow C, Zupke M. Nonsmooth, piecewise smooth, semismooth and smoothing methods [M]. Netherlands: Kluwer Academic Publishers, 1999.
  • 5Kanzow C. An inexact QP-based method for nonlinear complementarity problems [J]. Numer Math, 1998, 80:557 -577.

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