求解互补问题的Gauss-Newton方法的全局收敛性(英文)

Global Convergence of Gauss-Newton Methods for Complementarity Problem

求解互补问题的Gauss-Newton方法是由Subramamian提出的。本文研究了此方法的收敛性质,在较弱的情况下,建立了一个全局收敛结果,此结果是相关文献中的结果的推广。

We consider the convergence properties of the damped Gauss-Newton al- gorithm for the complementarity problem proposed by Subramanian in [1]. The purpose of this paper is to give a global convergence result under mild conditions, which improves and generalizes the corresponding result in [1,2].