| 大规模非线性互补问题的共轭梯度法 |
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| 引用本文： | 乌彩英,陈国庆. 大规模非线性互补问题的共轭梯度法[J]. 数学的实践与认识, 2012, 42(3): 185-193 |
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| 作者姓名： | 乌彩英 陈国庆 |
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| 作者单位： | 内蒙古大学数学科学学院,内蒙古呼和浩特,010021 |
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| 基金项目： | 内蒙古自然科学基金，内蒙古大学高层次人才引进科研启动项目 |
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| 摘 要： | 提出求解大规模非线性互补问题NCP(F)的PRP型共轭梯度法,算法自然满足充分下降条件.当F是可微P_0+R_0函数且F'(χ)在水平集上全局Lipschitz连续条件下,证明了算法的全局收敛性.数值结果表明算法的有效性.
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| 关 键 词： | 非线性互补 共轭梯度 全局收敛 Fischer-Burmeister函数 |
A Conjugate Gradient Algorithm for Large Scale Nonlinear Complementarity Problems |
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| WU Cai-ying , CHEN Guo-qing. A Conjugate Gradient Algorithm for Large Scale Nonlinear Complementarity Problems[J]. Mathematics in Practice and Theory, 2012, 42(3): 185-193 |
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| Authors: | WU Cai-ying CHEN Guo-qing |
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| Affiliation: | (College of Mathematics Science,Inner Mongolia University,Hohhot 010021,China) |
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| Abstract: | A PRP-type conjugate gradient method is presented for solving large scale nonlinear complementarity problems（NCP（F））,which satisfies the sufficient descent condition without requiring any assumption.Under the condition that F is a differentiable P0+R0 function and the Jacobian matrix F’（x） satisfies Lipschitz condition on level set,global convergence is established.Some numerical results are also reported. |
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| Keywords: | Nonlinear complementarity conjugate gradient global convergence Fischer-Burmeister function |
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