| 非光滑非线性互补问题的牛顿法 |
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| 引用本文： | 高岩. 非光滑非线性互补问题的牛顿法[J]. 运筹学学报, 2011, 15(2): 53-58 |
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| 作者姓名： | 高岩 |
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| 作者单位： | 上海理工大学管理学院,上海,200093 |
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| 基金项目： | the National Science Foundation of China，Shanghai Municipal Committee of Science and Technology，Shanghai Leading Discipline Project |
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| 摘 要： | 研究了非光滑的非线性互补问题. 首先将非光滑的非线性互补问题转化为一个非光滑方程组,然后用牛顿法求解这个非光滑方程组. 在该牛顿法中,每次迭代只需一个原始函数B-微分中的一个元素. 最后证明了该牛顿法的超线性收敛性.
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| 关 键 词： | 非线性互补问题 非光滑分析 优化 牛顿法 |
A Newton Method for a Nonsmooth Nonlinear Complementarity Problem |
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| GAO Yan. A Newton Method for a Nonsmooth Nonlinear Complementarity Problem[J]. OR Transactions, 2011, 15(2): 53-58 |
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| Authors: | GAO Yan |
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| Affiliation: | GAO Yan 1.School of Management University of Shanghai for Science and Technology,Shanghai 200093,China |
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| Abstract: | This paper is devoted to a nonlinear complementarity problem with nonsmooth data.The nonlinear complementarity problem is reformulated as a system of nonsmooth equations.Then,a Newton method for solving the nonsmooth equations is proposed.In each iteration of the Newton method,an element of the B-differential of related functions,not nonlinear complementarity function,is required.The superlinear convergence is shown. |
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| Keywords: | nonlinear complementarity problem nonsmooth analysis optimization Newton methods |
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