摘要
为求解非线性互补问题,给出了一种新的基于光滑对称扰动Fischer-Burmeister函数的光滑化拟牛顿算法。该算法利用了无导数线搜索。数值实验表明,算法是有效的。
To solve nonlinear complementarity problem,a new smoothing quasi-newton algorithm based on the smoothing symmetric perturbed Fischer-Burmeister function is put forward.The algorithm makes use of the derivative-free line search rule.Numerical results indicate this algorithm is efficient.
出处
《计算机工程与应用》
CSCD
2013年第18期33-35,共3页
Computer Engineering and Applications
关键词
非线性互补问题
拟牛顿算法
光滑逼近
nonlinear complementarity problem
quasi-newton algorithm
smoothing approximation
