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| 摘要: |
| 本文研究了一个求解广义圆锥互补问题的无导数光滑算法.利用光滑函数将广义圆锥互补问题等价转化成一个光滑方程组,然后再利用牛顿法求解此方程组.该算法采用了一种新的非单调无导数线搜索技术,并且在适当条件下具有全局和局部二次收敛性质.数值实验结果表明算法是非常有效的. |
| 关键词: 广义圆锥互补问题 光滑算法 无导数线搜索 二次收敛 |
| DOI： |
| 分类号:O221.1 |
| 基金项目:河南省自然科学基金资助(222300420520);河南省高等学校重点科研项目基金资助(22A110020). |
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| A DERIVATIVE-FREE SMOOTHING ALGORITHM FOR SOLVING GENERAL CIRCULAR CONE COMPLEMENTARITY PROBLEMS |
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SHAO Can-ran,TANG Jing-yong
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| Abstract: |
| In this paper we study a derivative-free smoothing algorithm for solving the general circular cone complementarity problem. By using a smoothing function, we reformulate the general circular cone complementarity problem as a system of smooth equations and solve it by Newton method. The algorithm adopts a new nonmonotone derivative-free line search and it has global and local quadratic convergence under some suitable conditions. Numerical results show that the algorithm is very effective. |
| Key words: general circular cone complementarity problem smoothing algorithm derivative-free line search quadratic convergence |
