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基于新光滑函数的P0映射非线性互补问题的光滑牛顿法

马昌凤 王婷

应用数学2023,Vol.36Issue(3):589-601,13.
应用数学2023,Vol.36Issue(3):589-601,13.

基于新光滑函数的P0映射非线性互补问题的光滑牛顿法

The Smoothing Newton Method for NCP with P0-Mapping Based on a New Smoothing Function

马昌凤 1王婷2

作者信息

  • 1. 福州外语外贸学院大数据学院数字技术与智能计算重点实验室,福建福州350202
  • 2. 福建师范大学数学与统计学院,福建福州350117
  • 折叠

摘要

Abstract

The nonlinear complementarity problem(NCP)can be reformulated as the solution of a nonsmooth system of equations.By introducing a new smoothing function,the problem is approximated by a family of parameterized smooth equations.Based on this smoothing function,we propose a smoothing Newton method for NCP with P0-mapping and R0-mapping.The proposed algorithm solves only one linear equations and performs only one line search per iteration.Under suitable conditions,the method is proved to be globally and local quadratically convergent.Numerical results show that the proposed algorithm is effective.

关键词

非线性互补问题/光滑牛顿法/光滑函数/全局收敛性/局部二阶收敛性

Key words

Nonlinear complementarity problem/Smoothing Newton method/Smooth-ing function/Global convergence/Local quadratic convergence

分类

数理科学

引用本文复制引用

马昌凤,王婷..基于新光滑函数的P0映射非线性互补问题的光滑牛顿法[J].应用数学,2023,36(3):589-601,13.

基金项目

Supported by the National Natural Science Foundation of China(11901098)and Fujian Natural Science Foundation(2020J05034) (11901098)

应用数学

OA北大核心CSTPCD

1001-9847

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