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A New Successive Approximation Damped Newton Method for Nonlinear Complementarity Problems 被引量：1

求解非线性互补问题的逐次逼近阻尼牛顿法(英文)
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摘要 In this paper, we present a new successive approximation damped Newton method for the nonlinear complementarity problem based on its equivalent nonsmooth equations. Under suitable conditions, we obtain the global convergence result of the proposed algorithms. Some numerical results are also reported. 针对非线性互补问题,提出了与其等价的非光滑方程的逐次逼近阻尼牛顿法,并 在一定条件下证明了该算法的全局收敛性.数值结果表明,这一算法是有效的.
作者 马昌凤 梁国平
机构地区 桂林电子工业学院计算机科学与应用物理系 中科院数学与系统科学研究院数学研究所
出处 《Journal of Mathematical Research and Exposition》 CSCD 北大核心 2003年第1期1-6,共6页 数学研究与评论（英文版）
关键词 nonlinear complementarity problems successive approximation damped Newton method global convergence. 非线性互补问题 逐次逼近阻尼牛顿法 非光滑方程 全局收敛性
分类号 O242.23 [理学—计算数学]
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参考文献8

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同被引文献9

  • 1Outrate J V, Kocvare M, Zowe J. Nonsmooth Approach to Optimization Problems With Equilibrium Consrtaints[ M]. The Netherlands: Kluwer Academic Publishem, 1998.
  • 2Jiang H, Ralph D. Smooth SQP method for mathematical programs with nonlinear complementarity constraints[ J ]. SIAM J Optimization, 2000,10(3) : 779-808.
  • 3Fukushima M, Luo Z Q, Pang J S. A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints[ J]. Comp Opti Appl, 1998, 10 (1) :5-34.
  • 4Fukushima M, Pang J S. Some feasibility issues in mathematical programs with equilibrium constraints[J]. SIAMJ Optimization, 1998,8(3) : 673-581.
  • 5Panier E R, Tits A L. On combining feasibility, descent and superlinear convergence in inequality constrained optimization[ J]. Mathematical Programming, 1993,59(1) : 261-276.
  • 6Zhu Z B, Zhang K C. A superlineariy convergent SQP algorithm for mathematical programs with linear complementarity constraints[ J]. Applied Mathematics and Computation ,2005,172(1) : 222-244.
  • 7Panier E R, Tits A L. A stoerlinearly convergent feasible method for the solution of inequality constrained optimization problems[J]. SIAM J Control Optim, 1987,25(3) : 934-950.
  • 8Facchinei F, Dacidi S. Quadraticly and superlinearly convergent for the solution of inequality constrained op optimization problem[ J]. J Optim Theory Appl, 1995,85(2 ): 265-289.
  • 9朱志斌,罗志军,曾吉文.互补约束均衡问题一个新的磨光技术[J].应用数学和力学,2007,28(10):1253-1260. 被引量：4

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Journal of Mathematical Research and Exposition
2003年 第1期

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