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It is well known that a linear complementarity problem (LCP) can be formulated as a system of nonsmooth equations F(x) = 0, where F is a map from Rninto itself. Using the aggregate function, we construct a smooth Newton homotopy H(x,t) = 0. Under certain assumptions, we prove the existence of a smooth path defined by the Newton homotopy which leads to a solution of the original problem, and study limiting properties of the homotopy path. 相似文献
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D. Sun 《Applied Mathematics and Optimization》1999,40(3):315-339
In this paper we construct a regularization Newton method for solving the nonlinear complementarity problem (NCP(F )) and analyze its convergence properties under the assumption that F is a P
0
-function. We prove that every accumulation point of the sequence of iterates is a solution of NCP(F ) and that the sequence of iterates is bounded if the solution set of NCP(F ) is nonempty and bounded. Moreover, if F is a monotone and Lipschitz continuous function, we prove that the sequence of iterates is bounded if and only if the solution
set of NCP(F ) is nonempty by setting , where is a parameter. If NCP(F) has a locally unique solution and satisfies a nonsingularity condition, then the convergence rate is superlinear (quadratic)
without strict complementarity conditions. At each step, we only solve a linear system of equations. Numerical results are
provided and further applications to other problems are discussed.
Accepted 25 March 1998 相似文献
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In this paper, we study restricted NCP functions which may be used to reformulate the nonlinear complementarity problem as a constrained minimization problem. In particular, we consider three classes of restricted NCP functions, two of them introduced by Solodov and the other proposed in this paper. We give conditions under which a minimization problem based on a restricted NCP function enjoys favorable properties, such as equivalence between a stationary point of the minimization problem and the nonlinear complementarity problem, strict complementarity at a solution of the minimization problem, and boundedness of the level sets of the objective function. We examine these properties for three restricted NCP functions and show that the merit function based on the restricted NCP function proposed in this paper enjoys favorable properties compared with those based on the other restricted NCP functions. 相似文献
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NCP Functions Applied to Lagrangian Globalization for the Nonlinear Complementarity Problem 总被引:1,自引:0,他引:1
Based on NCP functions, we present a Lagrangian globalization (LG) algorithm model for solving the nonlinear complementarity problem. In particular, this algorithm model does not depend on some specific NCP function. Under several theoretical assumptions on NCP functions we prove that the algorithm model is well-defined and globally convergent. Several NCP functions applicable to the LG-method are analyzed in details and shown to satisfy these assumptions. Furthermore, we identify not only the properties of NCP functions which enable them to be used in the LG method but also their properties which enable the strict complementarity condition to be removed from the convergence conditions of the LG method. Moreover, we construct a new NCP function which possesses some favourable properties. 相似文献
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To solve nonlinear complementarity problems (NCP), the logarithmic-quadratic proximal (LQP) method solves a system of nonlinear
equations at each iteration. In this paper, the iterates generated by the original LQP method are extended by explicit formulas
and thus an extended LQP method is presented. It is proved theoretically that the lower bound of the progress obtained by
the extended LQP method is greater than that by the original LQP method. Preliminary numerical results are provided to verify
the theoretical assertions and the effectiveness of both the original and the extended LQP method. 相似文献
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Steven A. Gabriel 《Computational Optimization and Applications》1998,9(2):153-173
In this paper, we describe a new, integral-based smoothing method for solving the mixed nonlinear complementarity problem (MNCP). This approach is based on recasting MNCP as finding the zero of a nonsmooth system and then generating iterates via two types of smooth approximations to this system. Under weak regularity conditions, we establish that the sequence of iterates converges to a solution if the limit point of this sequence is regular. In addition, we show that the rate is Q-linear, Q-superlinear, or Q-quadratic depending on the level of inexactness in the subproblem calculations and we make use of the inexact Newton theory of Dembo, Eisenstat, and Steihaug. Lastly, we demonstrate the viability of the proposed method by presenting the results of numerical tests on a variety of complementarity problems. 相似文献
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Pu-yan Nie 《应用数学学报(英文版)》2006,22(1):9-20
In this work, null space techniques are employed to tackle nonlinear complementarity problems (NCPs). NCP conditions are transform into a nonlinear programming problem, which is handled by null space algorithms, The NCP conditions are divided into two groups, Some equalities and inequalities in an NCP are treated as constraints, While other equalities and inequalities in an NCP are to be regarded as objective function. Two groups are all updated in every step. Null space approaches are extended to nonlinear complementarity problems. Two different solvers are employed for all NCP in an algorithm. 相似文献
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This paper extends the Lagrangian globalization (LG) method to the nonsmooth equation
arising from a nonlinear complementarity problem (NCP) and presents a descent algorithm for the LG phase. The aim of this paper is not to present a new method for solving the NCP, but to find
such that
when the NCP has a solution and
is a stationary point but not a solution. 相似文献
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研究一类无限维非线性互补问题的光滑化牛顿法.借助于非线性互补函数,将无限维非线性互补问题转化为一个非光滑算子方程.构造光滑算子逼近非光滑算子,在光滑逼近算子满足方向可微相容性的条件下,证明了光滑化牛顿法具有超线性收敛性. 相似文献
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求解非线性互补问题的逐次逼近阻尼牛顿法 总被引:8,自引:0,他引:8
针对非线性互补问题,提出了与其等价的非光滑方程的逐次逼近阻尼牛顿法,并 在一定条件下证明了该算法的全局收敛性.数值结果表明,这一算法是有效的. 相似文献
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Smoothing Newton methods for nonlinear complementarity problems NCP(F) often require F to be at least a P
0-function in order to guarantee that the underlying Newton equation is solvable. Based on a special equation reformulation of NCP(F), we propose a new smoothing Newton method for general nonlinear complementarity problems. The introduction of Kanzow and Pieper's gradient step makes our algorithm to be globally convergent. Under certain conditions, our method achieves fast local convergence rate. Extensive numerical results are also reported for all complementarity problems in MCPLIB and GAMSLIB libraries with all available starting points. 相似文献
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在[1]中,Solodov将非线性互补问题等价地转化成一个带非负约束的优化问题.基于这种转化形式,我们给出了一种求解非线性互补问题的下降算法.在映射为强单调时,证明了算法的全局收敛性. 相似文献
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In this paper, we introduce the new concept of -exceptional families of elements and (,)-exceptional families of elements for continuous functions, and utilize these notions for the study of the feasibility of nonlinear complementarity problems in R
n and an infinite-dimensional Hilbert space H without the assumption K
* K. 相似文献
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NE/SQP (Refs. 2–3) is a recent algorithm that has proven quite effective for solving the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is q-quadratic. In this note, we consider a generalized version of NE/SQP, as first described in Ref. 4, which is suitable for the bounded NCP. We extend the work in Ref. 4 by demonstrating a stronger convergence result and present numerical results on test problems. 相似文献
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Jari Toivanen & Cornelis W. Oosterlee 《高等学校计算数学学报(英文版)》2012,5(1):85-98
We present an algebraic version of an iterative multigrid method for
obstacle problems, called projected algebraic multigrid (PAMG) here.
We show that classical algebraic multigrid algorithms can easily be
extended to deal with this kind of problem. This paves the way for
efficient multigrid solution of obstacle problems with partial
differential equations arising, for example, in financial engineering. 相似文献
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同伦分析方法:一种新的求解非线性问题的近似解析方法 总被引:9,自引:0,他引:9
本文描述了一种称为“同伦分析方法”(HAM)的新的求解非线性问题的近似解析方法之基本思想·不同于摄动展开方法,“同伦分析方法”的有效性不依赖于所研究的非线性方程中是否含有小参数·因此,该方法提供了一个强有力的分析非线性问题的新工具·作为示例,我们应用一个典型的非线性问题来说明该方法的有效性及其巨大潜力· 相似文献