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非光滑非线性互补问题的牛顿法
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
作者姓名:高岩
作者单位:上海理工大学管理学院,上海,200093
基金项目:the National Science Foundation of China,Shanghai Municipal Committee of Science and Technology,Shanghai Leading Discipline Project
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.

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
GAO Yan. A Newton Method for a Nonsmooth Nonlinear Complementarity Problem[J]. OR Transactions, 2011, 15(2): 53-58
Authors:GAO Yan
Affiliation:GAO Yan 1.School of Management University of Shanghai for Science and Technology,Shanghai 200093,China
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.
Keywords:nonlinear complementarity problem  nonsmooth analysis  optimization  Newton methods
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