一个基于新光滑函数求解非线性互补问题的光滑算法OA北大核心CSTPCD
A Smoothing Algorithm for the Nonlinear Complementarity Problem Based on a New Smoothing Function
基于新的光滑函数,提出了一个求解非线性互补问题的光滑型算法。该算法可以从任意点出发,每一步迭代只需求解一个线性方程组,并进行一次线性搜索。在不需要满足严格互补条件下,证明了算法是全局收敛且是局部二阶收敛的。数值实验表明算法是有效的。
Based on a new smoothing function , a smoothing algorithm was proposed to solve the nonlinear comple-mentarity problem .The proposed algorithm can start from an arbitrary initial point , and it solves only one system of lin-ear equations and performs only one line search .Without requiring strict complementarity assumption , the global and local quadratical convergence of the proposed algorithm were proved .Numerical results showed that the propo…查看全部>>
董丽;潘虹;周金川
信阳师范学院数学与信息科学学院,河南信阳464000信阳师范学院数学与信息科学学院,河南信阳464000山东理工大学理学院数学系,山东淄博255049
数理科学
非线性互补问题P0-函数光滑函数光滑算法收敛性
nonlinear complementarity problemP0-functionsmoothing functionsmoothing algorithmconver-gence
《信阳师范学院学报(自然科学版)》 2013 (4)
锥优化的修正Lagrangian对偶理论研究
496-499,4
国家自然科学基金项目(11101248)
评论