首页 | 本学科首页   官方微博 | 高级检索  
     


Unconstrained optimization reformulation of the generalized nonlinear complementarity problem and related method
Abstract:In this article, we first propose an unconstrained optimization reformulation of the generalized nonlinear complementarity problem (GNCP) over a polyhedral cone, and then discuss the conditions under which its any stationary point is a solution of the GNCP. The conditions which guarantee the nonsingularity and positive definiteness of the Hessian matrix of the objective function are also given. In the end, we design a Newton-type method to solve the GNCP and show the global and local quadratic convergence of the proposed method under certain assumptions.
Keywords:GNCP  Optimization reformulation  Quadratical convergence
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号