摘要
针对非线性互补问题求解困难,利用信赖域算法,并结合极大熵函数法给出该类问题的一种新的有效算法.该算法首先利用极大熵函数将非线性互补问题转化为一个无约束最优化问题,然后应用信赖域算法来优化该问题,并在一定条件下证明该算法具有全局收敛性。数值算例表明算法的有效性。
According to a class of nonlinear complementary problem＇s difficult a new algorithm is proposed this algo- rithm combines trust region algorithm with maximum entropy function method. Firstly, the maximum entropy function is used to transform the nonlinear complementary problems into unconstrained optimization problem, Then trust region algo- rithm is applied to solving the unconstrained optimization problem. Lastly, global convergence is proved under certain condi- tions. Numerical results indicate that the method is very efficient.
出处
《计算技术与自动化》
2013年第4期54-56,共3页
Computing Technology and Automation
关键词
非线性互补问题
信赖域算法
极大熵函数
nonlinear complementary problem
trust region algorithm
maximum entropy function
