A New Class of Semismooth Newton-Type Methods for Nonlinear Complementarity Problems

We introduce a new, one-parametric class of NCP-functions. This class subsumes the Fischer function and reduces to the minimum function in a limiting case of the parameter. This new class of NCP-functions is used in order to reformulate the nonlinear complementarity problem as a nonsmooth system of equations. We present a detailed investigation of the properties of the equation operator, of the corresponding merit function as well as of a suitable semismooth Newton-type method. Finally, numerical results are presented for this method being applied to a number of test problems.     

用半光滑牛顿法求解一般的凸光顺问题

本文讨论一般的凸光顺问题minF（y）：=∫a^b（｜D^k y｜）^2dt＋∑（i=1）^N ωi｜y（ti）-zi｜^2．其中,忌芝3而且可在闭凸集凡K（∪→）L2^k[a,b]．我们把该问题转化为半光滑方程组并给出一个求解该方程组的半光滑牛顿算法．最后证明算法的超线性收敛性并给出数值算例．     

与积分有关的一个极限及其应用

将崔尚斌编著的《数学分析教程》(中册)的一个综合习题进行推广,得到求与积分有关的极限的几个实用性结果,并给出多个应用例子.     

区间值函数和Fuzzy值函数的积分收敛

本文在[1]的基础上,定义了区间值函数与Fuzzy值函数的积分,给出有关积分收敛的一些结果。     

A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems

In this paper we introduce a general line search scheme which easily allows us to define and analyze known and new semismooth algorithms for the solution of nonlinear complementarity problems. We enucleate the basic assumptions that a search direction to be used in the general scheme has to enjoy in order to guarantee global convergence, local superlinear/quadratic convergence or finite convergence. We examine in detail several different semismooth algorithms and compare their theoretical features and their practical behavior on a set of large-scale problems.     

二次锥规划的光滑牛顿法

在光滑Fischer-Burmeister函数的基础上,本文给出了二次锥规划的一种新的光滑牛顿法.该方法所采用的系统不是等价于中心路径条件,而是等价于最优性条件本身.算法对初始点没有任何限制,且具有Q-二阶收敛速度.     

A Newton method for a class of quasi-variational inequalities

A variant of the Newton method for nonsmooth equations is applied to solve numerically quasivariational inequalities with monotone operators. For this purpose, we investigate the semismoothness of a certain locally Lipschitz operator coming from the quasi-variational inequality, and analyse the generalized Jacobian of this operator to ensure local convergence of the method. A simplified variant of this approach, applicable to implicit complementarity problems, is also studied. Small test examples have been computed.This work has been supported in parts by a grant from the German Scientific Foundation and by a grant from the Czech Academy of Sciences.     

基于Beta函数及其偏导数的广义积分的高精度快速计算

考虑Beta函数偏导数的计算以及与此相关的广义积分的高精度快速计算问题.首先将Beta函数B(x,y)的定义扩展到整个复平面上,并建立了在整个复平面上Beta函数B(x,y)的偏导数的递推公式.对许多广义积分我们给出Beta函数偏导数的表示形式,因而利用Beta函数的偏导数计算这些广义积分.数值计算表明,算法无论从计算精度还是计算速度,远好于数值积分.另外,得到了B_(p,q)(x,y)存在闭形式的条件,并给出一些广义积分的闭形式.     

P0-函数箱约束变分不等式的正则半光滑牛顿法

1引言设X C R~n,F：R~n→R~n,变分不等式Ⅵ(X,F)是指：求x∈X,使F(x)~T(y-x)≥0,(?)_y∈X．(1)记i∈N={1,2,…,n},当X=[a,b]：={x∈(?)~n|a_i≤x_i≤b_i,i∈N}时,称Ⅵ(X,F)为箱约束变分不等式(也有些文献称为混合互补问题),记为Ⅵ(a,b,F)．若a_i=0,b_i= ∞,i∈N,即X=(?)_ ~n：={x∈(?)~n|x≥0}时,Ⅵ(a,b,F)化为非线性互补问题NCP(F)：求x∈(?)_ ~n,使x≥0,F(x)≥0,x~TF(x)=0．(2)     

On a new exponential iterative method for solving nonsmooth equations

In this paper, we propose a new distinctive version of a generalized Newton method for solving nonsmooth equations. The iterative formula is not the classic Newton type, but an exponential one. Moreover, it uses matrices from B‐differential instead of generalized Jacobian. We prove local convergence of the method and we present some numerical examples.     

Complementarity Functions and Numerical Experiments on Some Smoothing Newton Methods for Second-Order-Cone Complementarity Problems

Two results on the second-order-cone complementarity problem are presented. We show that the squared smoothing function is strongly semismooth. Under monotonicity and strict feasibility we provide a new proof, based on a penalized natural complementarity function, for the solution set of the second-order-cone complementarity problem being bounded. Numerical results of squared smoothing Newton algorithms are reported.     

A Regularization Semismooth Newton Method for $P_0$-NCPs with a Non-Monotone Line Search

In this paper, we propose a regularized version of the generalized NCP-function proposed by Hu, Huang and Chen [J. Comput. Appl. Math., 230 (2009), pp. 69-82]. Based on this regularized function, we propose a semismooth Newton method for solving nonlinear complementarity problems, where a non-monotone line search scheme is used. In particular, we show that the proposed non-monotone method is globally and locally superlinearly convergent under suitable assumptions. We test the proposed method by solving the test problems from MCPLIB. Numerical experiments indicate that this algorithm has better numerical performance in the case of $p=5$ and $\theta\in[0.25,075]$ than other cases.     

A Generalized Analytic Operator-Valued Function Space Integral and a Related Integral Equation

We introduce a generalized Wiener measure associated with a Gaussian Markov process and define a generalized analytic operator-valued function space integral as a bounded linear operator from L _p into L _p^\prime (1<p ≤ 2) by the analytic continuation of the generalized Wiener integral. We prove the existence of the integral for certain functionals which involve some Borel measures. Also we show that the generalized analytic operator-valued function space integral satisfies an integral equation related to the generalized Schr?dinger equation. The resulting theorems extend the theory of operator-valued function space integrals substantially and previous theorems about these integrals are generalized by our results.     

A Generalized Analytic Operator-Valued Function Space Integral and a Related Integral Equation

We introduce a generalized Wiener measure associated with a Gaussian Markov process and define a generalized analytic operator-valued function space integral as a bounded linear operator from L _p into L _p^\prime (1<p ≤ 2) by the analytic continuation of the generalized Wiener integral. We prove the existence of the integral for certain functionals which involve some Borel measures. Also we show that the generalized analytic operator-valued function space integral satisfies an integral equation related to the generalized Schr?dinger equation. The resulting theorems extend the theory of operator-valued function space integrals substantially and previous theorems about these integrals are generalized by our results.     

A High-Order Piecewise Quartic Spline Rule for Hadamard Integral and Its Application of the Cavity Scattering

We develop a fourth-order piecewise quartic spline rule for Hadamard integral. The quadrature formula of Hadamard integral is obtained by replacing the integrand function with the piecewise quartic spline interpolation function. We establish corresponding error estimates and analyze the numerical stability. The rule can achieve fourth-order convergence at any point in the interval, even when the singular point coincides with the grid point. Since the derivative information of the integrand is not required, the rule can be easily applied to solve many practical problems. Finally, the quadrature formula is applied to solve the electromagnetic scattering from cavities with different wave numbers, which improves the whole accuracy of the solution. Numerical experiments are presented to show the efficiency and accuracy of the theoretical analysis.     

A new smoothing Newton method for solving constrained nonlinear equations

In this paper, a new smoothing Newton method is proposed for solving constrained nonlinear equations. We first transform the constrained nonlinear equations to a system of semismooth equations by using the so-called absolute value function of the slack variables, and then present a new smoothing Newton method for solving the semismooth equations by constructing a new smoothing approximation function. This new method is globally and quadratically convergent. It needs to solve only one system of unconstrained equations and to perform one line search at each iteration. Numerical results show that the new algorithm works quite well.     

A globally convergent Newton method for solving strongly monotone variational inequalities

Variational inequality problems have been used to formulate and study equilibrium problems, which arise in many fields including economics, operations research and regional sciences. For solving variational inequality problems, various iterative methods such as projection methods and the nonlinear Jacobi method have been developed. These methods are convergent to a solution under certain conditions, but their rates of convergence are typically linear. In this paper we propose to modify the Newton method for variational inequality problems by using a certain differentiable merit function to determine a suitable step length. The purpose of introducing this merit function is to provide some measure of the discrepancy between the solution and the current iterate. It is then shown that, under the strong monotonicity assumption, the method is globally convergent and, under some additional assumptions, the rate of convergence is quadratic. Limited computational experience indicates the high efficiency of the proposed method.     

无穷积分余项与其被积函数比值的收敛阶

对一类函数的无穷积分余项与该函数的比值得到当x趋于无穷大时的收敛阶,这类函数是幂函数与指数函数的乘积函数,并将其应用到Mittag-Leffler函数.同时考虑了对应的级数情形.     

第二类Fredholm积分方程组的分段泰勒级数展开法

积分方程出现在数学物理的各种问题中,寻求其简单而又有效的解法显得很有必要.提出一种求解第二类线性Fredholm积分方程组的新解法,利用分段泰勒级数展开,通过引入两个参数得到近似解的表达式,并对近似解的收敛性和误差进行分析.通过与已有数值方法的比较,说明此方法的可行性和有效性。     

基于一个新的NCP函数的光滑牛顿法求解非线性互补问题

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.