求解非线性互补问题的混合光滑型算法

A mixed smoothing type algorithm for solving nonlinear complementarity problems

光滑型算法已经成功地用来求解各种优化问题.基于一类新的光滑函数族,提出了一个带有混合线搜索的光滑型算法求解非线性互补问题.在适当的条件下,证明了算法是适定的,且保持全局收敛性和局部超线性收敛性.最后对提出的算法进行了数值计算.数值结果显示出该算法的有效性.

The smoothing-type algorithm has been successfully applied to solve various optimization problems. Based on a new class of smoothing functions, in this paper, we propose a smoothing-type algorithm with a mixed line search for solving the nonlinear complementarity problem. Under suitable conditions, the proposed algorithm is well-defined and maintains global convergence and local superlinear convergence. Preliminary numerical results are also reported and demonstrate the efficiency of the proposed algorithm.