一类非李普希茨连续互补问题的非精确算法

An Inexact Algorithm for a Class of CP with Non-Lipschitzian Function

文章考虑一类非李普希茨连续互补问题.综合运用FB和CHKS光滑互补函数将非李普希茨连续互补问题转化为与之等价的光滑方程组,利用非精确牛顿方法求解该方程组,建立一种求解非李普希茨连续互补问题的非精确算法.

We consider a class of complementarity problems which are not Lipschitzian continuous. In this paper we reformulate this problem into a Lipschitzian continuous complementarity problem by using FB and CHKS smoothing NCP function. The proposed algorithm is shown to be global convergence and local super-linear convergence under a mild assumption.