求解非线性P_0互补问题的非单调磨光算法

NON-MONOTONE SMOOTHING ALGORITHM FOR SOLVING NONLINEAR P_0 COMPLEMENTARITY PROBLEMS

提出了一种新的磨光函数,在分析它与已有磨光函数不同特性的基础上,研究了将它用于求解非线性P_0互补问题时,其磨光路径的存在性和连续性,进而设计了求解一类非线性P_0互补问题的非单调磨光算法.在适当的假设条件下,证明了该算法的全局收敛性和局部超线性收敛性.数值算例验证了算法的有效性.

In this paper, a new smoothing function is constructed, and on the basis of its prop- erties, the existence and the continuity of smoothing path are investigated when this s- moothing function is employed to solve a nonlinear P0 complementarity problem. Then, a non-monotone smoothing algorithm is developed to solve the nonlinear P0 complementarity problems. Under suitable assumptions, both global convergence and super-linear conver- gence are established for the developed algorithm. Numerical experiments show that the algorithm is efficient.