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求解P_0-函数混合互补问题的正则化光滑牛顿算法

A Regularized Smoothing Newton Method for Mixed Complementarity Problem with P_0-function
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摘要 基于扰动的CHKS光滑MCP函数,提出了求解P0-函数混合互补问题的一种正则化的光滑方法.该算法中的正则参数和光滑参数都是彼此独立的变量,并且可以通过线性方程组的迭代很快得到. Based on the Chen-Harker-Kanzow-Smale smoothing function,a regularized smoothing Newton method for mixed complementarity problems with a P0-function is proposed.The regularization parameter and the smoothing parameter here are independent variables and can be immediately obtained through iteration of linear system.Numerical results show that the algorithm is promising.
作者 唐嘉 马昌凤
机构地区 福建师范大学数学与计算机科学学院
出处 《福建师范大学学报（自然科学版）》 CAS CSCD 北大核心 2012年第5期14-19,17-19,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 11171257)
关键词 混合互补问题 正则化光滑牛顿算法 局部收敛性 全局收敛性 mixed complementarity problem regularized smoothing Newton method global convergence local convergence
分类号 O224.2 [理学—运筹学与控制论]
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参考文献8

  • 1Tang Jia, Liu Sanyang. A smoothing broyden-like method for solving the mixed complementarity problem with aFo-function [J]. Nonlinear Analysis: Real World Applications,2010 (11) : 2770 - 2786.
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二级参考文献24

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福建师范大学学报（自然科学版）
2012年 第5期

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