| 一类非线性互补问题的信赖域算法 |
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| 引用本文： | 欧宜贵.一类非线性互补问题的信赖域算法[J].数学季刊,2007,22(4):558-566. |
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| 作者姓名： | 欧宜贵 |
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| 作者单位： | Department of Mathematics，Hainan University，Haikou 570228，China |
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| 摘 要： | In this paper,an ODE-type trust region algorithm for solving a class of nonlinear complementarity problems is proposed.A feature of this algorithm is that only the solution of linear systems of equations is required at each iteration,thus avoiding the need for solving a quadratic subproblem with a trust region bound.Under some conditions,it is proven that this algorithm is globally and locally superlinear convergent.The limited numerical examples show its efficiency.
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| 关 键 词： | 非线性补充问题 ODE方法 信任区域 Fischer-Burmeister函数 |
| 文章编号： | 1002-0462（2007）04-0558-09 |
| 收稿时间： | 2004-09-14 |
| 修稿时间： | 2004年9月14日 |
Trust Region Algorithm for a Class of Nonlinear Complementarity Problem |
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| OU Yi-gui.Trust Region Algorithm for a Class of Nonlinear Complementarity Problem[J].Chinese Quarterly Journal of Mathematics,2007,22(4):558-566. |
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| Authors: | OU Yi-gui |
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| Abstract: | In this paper,an ODE-type trust region algorithm for solving a class of nonlinear complementarity problems is proposed.A feature of this algorithm is that only the solution of linear systems of equations is required at each iteration,thus avoiding the need for solving a quadratic subproblem with a trust region bound.Under some conditions,it is proven that this algorithm is globally and locally superlinear convergent.The limited numerical examples show its efficiency. |
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| Keywords: | nonlinear complementarity problems ODE methods trust region methods Fischer-Burmeister function |
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