计算机工程与应用2012,Vol.48Issue(12):38-42,57,6.DOI:10.3778/j.issn.1002-8331.2012.12.008
应用非单调线搜索求解一类互补问题
Non-monotone line search to solve class of complementarity problem
摘要
Abstract
A class of nonlinear complementarity problems with non-Lipschtizian continuous function are considered. A family of generalized smoothing functions are introduced, and their properties are discussed. The complementarity problem is reformulated as some smoothing equations with the smoothing functions, and a Newton algorithm involving non-monotone line search is proposed to solve the equations in order to obtain the solution of original problem. With great weak condition, this method is globally convergent and locally quadratically convergent. The method is used for solving some free boundary problem, and the numerical results show that the proposed method is promising.关键词
互补问题/非Lipschtizian连续/光滑函数/非单调线搜索Key words
complementarity problems/ non-Lipschtizian continuous/ smoothing function/ non-monotone line search分类
数理科学引用本文复制引用
黄俊,王勇..应用非单调线搜索求解一类互补问题[J].计算机工程与应用,2012,48(12):38-42,57,6.