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
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)