数学杂志2011,Vol.31Issue(4):749-755,7.
基于一个新的NCP函数的光滑牛顿法求解非线性互补问题
A SMOOTHING NEWTON METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM BASED ON A NEW NCP FUNCTION
摘要
Abstract
In the article, we study the smoothness of the nonlinear complementarity problem. By means of a new smoothing NCP-function, the nonlinear complementarity problem can be reformulated as the solution of the equivalent smoothness equations, and we propose a new smoothing Newton method for solving nonlinear complementarity problem with Po-function (denoted by P0-NCP). Under suitable assumptions, we obtain the global and local quadratic convergence results of the proposed algorithm. Numerical experiments indicate that the proposed method is quite effective.关键词
非线性互补问题/完全光滑化牛顿法/全局收敛性/二局部次收敛性Key words
nonlinear complementarity problem/ smoothing Newton method/ global convergence/ local quadratic convergence分类
数理科学引用本文复制引用
许小芳,马昌凤..基于一个新的NCP函数的光滑牛顿法求解非线性互补问题[J].数学杂志,2011,31(4):749-755,7.基金项目
国家自然科学基金项目(10661005) (10661005)
福建省自然科学基金项目(2009J01002). (2009J01002)