| 摘要: |
| 本文研究了非线性互补问题的两类数值求解方法. 在经典LQP 算法及Levenberg-Marquardt 算法的基础上, 构造了两种新算法, 并证明了这两种新算法的收敛性. 数值实验表明, 新算法对测试问题优于已有算法. |
| 关键词: 非线性互补问题 LQP算法 Levenberg-Marquardt算法 |
| DOI： |
| 分类号:O224;O221 |
| 基金项目:安徽省高校自然科学重点项目(KJ2016A651)和安徽省教育厅教育教学重点项目(2014jyxm161)资助. |
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| TWO CLASSES OF NUMERICAL METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM |
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ZHOU Guang-hui1,2, ZHANG Cong-jun3, ZHANG Cheng-hu3, WANG Yue-hu4
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1.School of Mathematical Sciences;2.Information College, Huaibei Normal University, Huaibei 235000, China;3.School of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing 210023, China;4.School of Management Science and Engineering, Nanjing University of Finance and Economics, Nanjing 210023, China
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| Abstract: |
| In this paper, two numerical methods are proposed for the nonlinear complemen-tarity problems. Based on the classical LQP algorithm and the Levenberg-Marquardt algorithm, the new algorithms are designed; the convergence properties of our methods are obtained; the numerical experiments show that our new methods are better than traditional ones for some problems. |
| Key words: nonlinear complementarity problem LQP algorithm Levenberg-Marquardt algorithm |
