非线性互补问题非精确逐次逼近法的全局收敛性(英文)

A GLOBALLY CONVERGENT INEXACT SUCCESSIVE APPROXIMATION METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

本文针对非线性互补问题 ,提出了与其等价的非光滑方程的非精确逐次逼近算法 ,并在一定条件下证明了该算法的全局收敛性 .

In this paper, we propose a new form of inexact successive approximation damped Newtons method for nonlinear complementarity problems based on its equivalent nonsmooth equations. Under suitableconditions, we get the global convergence of the algorithm.