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一种基于正矢函数的二阶锥互补问题牛顿法

A Newton Method for Second Order Cone Complementarity Problem Based on Positive Vector Function
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摘要 结合正矢函数,在Fischer-Burmeister函数的框架下给出一种新的二阶锥互补函数.利用该函数设计了一种求解二阶锥互补问题的光滑牛顿法,证明算法具有全局收敛性,并给出了数值实验. Combining positive vector function,a new second-order cone complementary function is given in the framework of Fischer-Burmeister function.An efficient algorithm for solving second-order cone complementarity problem is designed by using this function.The global convergence of the algorithm is proved and numerical experiments are given.
作者 葛康康 芮绍平 张杰 GE Kangkang;RUI Shaoping;ZHANG Jie(School of Mathematical Science,Huaibei Normal University,235000,Huaibei,Anhui,China)
出处 《淮北师范大学学报(自然科学版)》 CAS 2020年第2期13-18,共6页 Journal of Huaibei Normal University:Natural Sciences
基金 安徽高校自然科学研究项目(KJ2017A379)。
关键词 二阶锥互补问题 FISCHER-BURMEISTER函数 全局收敛性 second order cone complementarity problems Fischer-Burmeister function global convergence
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