求解P_0线性互补问题的一种二次收敛不精确光滑牛顿方法(英文)

A Quadratically Convergent Inexact Smoothing Newton Method for P_0-LCP

在FB函数的基础上,对P0线性互补问题给出了一种新的不精确光滑算法.新的算法对于相应的线性方程组只求其非精确解.在没有严格互补假设的条件下,新算法具有全局收敛和局部二次收敛的性质.数值试验表明算法对于求解大规模P0线性互补问题是非常有效的.

An inexact smoothing Newton method for the P0 linear complementarity problems （P0LCP） is presented. The method is based on the smoothed Fischer-Burmeister function. At each iteration, the corresponding linear system is solved approximately. It is proved that the proposed method has global convergence and local quadratic convergence properties without the strict complementarity assumption on the P0-LCP solution. Numerical experiments demonstrate that the method is effective for large-scale P0-LCPs.