求解非线性互补问题的非单调算法

Non-monotone Algorithm for the Solution to Nonlinear Complementarity Problems

利用价值函数将非线性互补问题等价转化为带有非负约束的最优化问题,结合Gu N.Z.新的非单调搜索技术,提出新的求解非线性互补问题的非单调下降算法;并在适当的条件下,证明了算法的全局收敛性;用数值例子验证算法的有效性.

Value function is used to equivalently transform nonlinear complementarity problems into the optimality problems with non-negative constraints, the non-monotone descent algorithm for new solution to nonlinear complementarity problems is proposed based on new non-monotone search technique of Gu N.Z., the global convergence of this algorithm is proved under the proper condition, and the validity of this algorithm is tested by numerical examples.