| 基于一个新的NCP函数的光滑牛顿法求解非线性互补问题 |
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| 引用本文： | 许小芳,马昌凤.基于一个新的NCP函数的光滑牛顿法求解非线性互补问题[J].数学杂志,2011,31(4):749-755. |
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| 作者姓名： | 许小芳 马昌凤 |
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| 作者单位： | 福建师范大学数学与计算机科学学院,福建福州,350007 |
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| 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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| 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.
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| 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 |
A SMOOTHING NEWTON METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM BASED ON A NEW NCP FUNCTION |
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| XU Xiao-fang,MA Chang-feng.A SMOOTHING NEWTON METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM BASED ON A NEW NCP FUNCTION[J].Journal of Mathematics,2011,31(4):749-755. |
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| Authors: | XU Xiao-fang MA Chang-feng |
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| Institution: | 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... |
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| Keywords: | nonlinear complementarity problem smoothing Newton method global convergence local quadratic convergence |
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