非线性互补问题的两个拟牛顿法的康托洛维奇定理

Kantorovich Theorems of Two Quasi-Newton Methods for Nonlinear Complementarity Problems

本文的目的是研究求解非线性互补问题的两个拟牛顿法(换列法和行列修正法)的半局部收敛性。我们得到了它们的康托洛维奇定理。最后,给出了相应的数值例子。

In this paper we study the semilocal convergence of two quasi-Newton methods (column-update method and row-column-update method) for nonlinear complementarity problems, and the Kantorovich type convergence theorems of them are obtained. Finally a numerical example is given.