首页 | 本学科首页   官方微博 | 高级检索  
     检索      

求解非线性互补问题的一个下降算法(英文)
引用本文:王宜举,王长钰.求解非线性互补问题的一个下降算法(英文)[J].运筹学学报,2001,5(4).
作者姓名:王宜举  王长钰
作者单位:曲阜师范大学运筹学研究所,
基金项目:This work was supported by NSF of Shandong Province under Grant No.Q99A11 and National Natural Science Foundation under Grant No.19871049.
摘    要:在1]中,Solodov将非线性互补问题等价地转化成一个带非负约束的优化问题.基于这种转化形式,我们给出了一种求解非线性互补问题的下降算法.在映射为强单调时,证明了算法的全局收敛性.

关 键 词:非线性互补问题  价值函数  强单调

A Descent Algorithm for Solving Nonlinear Complementarity Problem
YIJU WANG CHANGYU WANG.A Descent Algorithm for Solving Nonlinear Complementarity Problem[J].OR Transactions,2001,5(4).
Authors:YIJU WANG CHANGYU WANG
Abstract:In 1], nonlinear complementarity problem was reformulated as a nonnegative constrained optimization problem by Solodov. Based on this reformulation, we present in this paper a descent algorithm for solving nonlinear complementarity problem and its global convergence is proved under the condition that the underlying mapping is strongly monotone.
Keywords:Nonlinear complementarity problem  merit function  strongly monotone    
本文献已被 CNKI 万方数据 等数据库收录!
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