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解非线性互补问题带线搜索的非单调自适应信赖域法

刘宁 马昌凤 唐江花 丁小妹

桂林电子科技大学学报2011,Vol.31Issue(1):44-47,4.
桂林电子科技大学学报2011,Vol.31Issue(1):44-47,4.

解非线性互补问题带线搜索的非单调自适应信赖域法

A nonmonotone automatic determination trust region method for nonlinear complementarity problem with line search

刘宁 1马昌凤 1唐江花 2丁小妹1

作者信息

  • 1. 桂林电子科技大学,数学与计算科学学院,广西,桂林,541004
  • 2. 福建师范大学,数学与计算机科学学院,福建,350007
  • 折叠

摘要

Abstract

Based on Fischer-Burmeister function, we can reformulate the nonlinear complementarity problem as the solution to unconstrained optimization. In this paper, based on the combination of trust-region and the nonmonotonic techniques of weighted average of successive function values, a new nonmonotone automatic determination trust region method for nonlinear complementarity problem with line search is presented. The global convergence properties of this algorithm are proved. The local superlinear convergence is also obtained under suitable condition. This algorithm is eficient by the numerical experiments.

关键词

非线性互补问题/线搜索/非单调自适应信赖域/全局性/超线性

Key words

nonlinear complementarity problem/ line search/ nonmonotone automatic determination trust region method/ global convergence/ superlinear convergence

分类

数理科学

引用本文复制引用

刘宁,马昌凤,唐江花,丁小妹..解非线性互补问题带线搜索的非单调自适应信赖域法[J].桂林电子科技大学学报,2011,31(1):44-47,4.

基金项目

国家自然科学基金(11071041) (11071041)

桂林电子科技大学学报

1673-808X

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