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一种基于新NCP函数的非线性互补问题的光滑牛顿法 被引量:2

A Smoothing Newton Method for Nonlinear Complementarity Problem Based on a New NCP Function
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摘要 文章首先提出一类新的光滑互补函数,在此基础上将非线性互补问题转化为与之等价的光滑方程组;其次提出了一种求解非线性互补问题的光滑牛顿法,并证明算法具有全局收敛性;最后给出了数值实验. In this paper,we give a new NCP function.Based on the smoothing function,nonlinear complemen-tary problem is reformulated as a series of parameterized smooth equations.We proposed a smoothing Newtonmethod for solving nonlinear complementary problem,and the global convergence is obtained.Preliminary nu-merical results are given.
作者 朱琳 芮绍平
出处 《淮北师范大学学报(自然科学版)》 CAS 2016年第3期33-37,共5页 Journal of Huaibei Normal University:Natural Sciences
基金 安徽省自然科学基金项目(1508085SMA204) 高校优秀青年人才支持计划重点项目(gxyq ZD2016109)
关键词 非线性互补问题 牛顿法 全局收敛性 nonlinear complementary problem Newton method global convergence
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  • 1FERRIS M C, PANG J S. Engineering and economic applications of complementarity problems [J]. SIAM Review, 1997,39 (4) :669-713.
  • 2HARKER P T, PANG J S. Finite-dimensional variational inequality and nonlinear complementarity problems:A survey of theory,algorithms and applications[J]. Mathematical Programming, 1990,48(2) : 161-220.
  • 3CHEN J S, PAN S. A family of NCP functions and a descent method for the nonlinear complementarity problem [J]. Com- putational Optimization and Applications, 2008,40(3) : 389-404.
  • 4RUI Shaoping, XU Chengxian. A smoothing inexact Newton method for nonlinear complementarity problems [J]. Journal of Computational and Applied Mathematics, 2010,233 (9) : 2332-2338.

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