摘要: |
本文研究了非线性互补的光滑化问题.利用一个新的光滑NCP函数将非线性互补问题转化为等价的光滑方程组,并在此基础上建立了求解P0-函数非线性互补问题的一个完全光滑化牛顿法,获得了算法的全局收敛性和局部二次收敛性的结果.并给出数值实验验证了理论分析的正确性. |
关键词: 非线性互补问题 完全光滑化牛顿法 全局收敛性 二局部次收敛性 |
DOI: |
分类号:O224 |
基金项目:国家自然科学基金,福建省自然科学基金 |
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A SMOOTHING NEWTON METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM BASED ON A NEW NCP FUNCTION |
XU Xiao-fang,MA Chang-feng
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XU Xiao-fang,MA Chang-feng (School of Mathematics and Computer Science,Fujian Normal University,Fuzhou 350007,China)
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Abstract: |
In the article, we study the smoothness of the nonlinear complementarity problem. By means of a new smoothing NCP-function, the nonlinear complementarity problem can be reformulated as the solution of the equivalent smoothness equations, and we propose a new smoothing Newton method for solving nonlinear complementarity problem with P0-function (denoted by P0-NCP). Under suitable assumptions, we obtain the global and local quadratic convergence results of the proposed algorithm. Numerical experiments indicat... |
Key words: nonlinear complementarity problem smoothing Newton method global convergence local quadratic convergence |