摘要
提出了一个新的NCP光滑逼近函数,并利用这一光滑逼近函数建立一个求解非线性互补问题的雅可比光滑化方法.在适当假设下证明了算法的全局和局部超线性收敛性.数值实验结果表明所提出算法是有效的.
One develops a new smoothing approximation function of nonlinear complementarity problem (denoted by NCP). A new Jacobian smoothing method is proposed for solving NCP based on the new smoothing function. The proposed algorithm is globally and locally quadratically convergent under suitable conditions. Some numerical results show that this method is effective.
出处
《福建师范大学学报(自然科学版)》
CAS
CSCD
北大核心
2012年第3期26-31,共6页
Journal of Fujian Normal University:Natural Science Edition
基金
国家自然科学基金资助项目(11071041)
关键词
非线性互补问题
光滑逼近函数
雅可比光滑化方法
全局收敛性
二次收敛性
nonlinear complementarity problem
smoothing approximation functioin
Jacobiansmoothing method
global convergence~ quadratic convergence