| 求解非线性P_0互补问题的非单调磨光算法 |
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| 引用本文： | 袁敏,万中. 求解非线性P_0互补问题的非单调磨光算法[J]. 计算数学, 2014, 36(1): 35-50 |
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| 作者姓名： | 袁敏 万中 |
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| 作者单位： | 中南大学数学与统计学院, 长沙 410083 |
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| 基金项目： | 国家自然科学基金资助（基金号：71221061，71071162）项目；湖南省自然科学基金（基金号：13JJ3002）项目. |
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| 摘 要： | 提出了一种新的磨光函数,在分析它与已有磨光函数不同特性的基础上,研究了将它用于求解非线性P_0互补问题时,其磨光路径的存在性和连续性,进而设计了求解一类非线性P_0互补问题的非单调磨光算法.在适当的假设条件下,证明了该算法的全局收敛性和局部超线性收敛性.数值算例验证了算法的有效性.
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| 关 键 词： | 互补问题 磨光算法 全局收敛性 超线性收敛性 |
| 收稿时间： | 2013-01-13; |
NON-MONOTONE SMOOTHING ALGORITHM FOR SOLVING NONLINEAR P0 COMPLEMENTARITY PROBLEMS |
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| Yuan Min,Wan Zhong. NON-MONOTONE SMOOTHING ALGORITHM FOR SOLVING NONLINEAR P0 COMPLEMENTARITY PROBLEMS[J]. Mathematica Numerica Sinica, 2014, 36(1): 35-50 |
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| Authors: | Yuan Min Wan Zhong |
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| Affiliation: | School of Mathematics and Statistics, Central South University, Changsha 410083, China |
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| Abstract: | In this paper, a new smoothing function is constructed, and on the basis of its properties, the existence and the continuity of smoothing path are investigated when this smoothing function is employed to solve a nonlinear P0 complementarity problem. Then, a non-monotone smoothing algorithm is developed to solve the nonlinear P0 complementarity problems. Under suitable assumptions, both global convergence and super-linear convergence are established for the developed algorithm. Numerical experiments show that the algorithm is efficient. |
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| Keywords: | Complementarity Problems Smoothing method Global Convergence Superlinear Convergence |
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