| 非线性互补问题的一个数值解法 |
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| 引用本文： | 于一超,田志远,刘相静,王宁.非线性互补问题的一个数值解法[J].青岛大学学报(自然科学版),2014,27(3):14-18. |
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| 作者姓名： | 于一超 田志远 刘相静 王宁 |
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| 作者单位： | 青岛大学数学科学学院,青岛,266071 |
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| 摘 要： | 提出了一个新的NCP光滑逼近函数,利用此光滑逼近函数把非线性互补问题转化为一个等价的方程组,在此基础上提出一个求解方程组的非单调光滑牛顿法,在适当的条件下证明了其全局和局部收敛性。数值试验说明了算法的有效性。
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| 关 键 词： | 非线性互补问题 光滑逼近函数 非单调光滑牛顿法 |
A Numerical Method for Nonlinear Complementarity Problems |
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| YU Yi-chao,TIAN Zhi-yuan,LIU Xiang-jing,WANG Ning.A Numerical Method for Nonlinear Complementarity Problems[J].Journal of Qingdao University(Natural Science Edition),2014,27(3):14-18. |
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| Authors: | YU Yi-chao TIAN Zhi-yuan LIU Xiang-jing WANG Ning |
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| Institution: | (College of Mathematics, Qingdao University, Qingdao 266071, China) |
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| Abstract: | A new smoothing approximate function for solving nonlinear complementarity problem is given. The nonlinear complementarity problem is reformulated to the equivalent equations by using this smoothing approximate function. Then, a non-monotone smoothing Newton method is developed. Under suitable conditions, the global and local convergence of the method is proved. Numerical experiments also show the effectiveness of the method. |
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| Keywords: | nonlinear complementarity problem smoothing approximate function non-monotone smoothing Newton method |
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