| 非线性互补问题的两种数值解法 |
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| 引用本文： | 周光辉,张从军,张成虎,王月虎.非线性互补问题的两种数值解法[J].数学杂志,2016,36(4):794-808. |
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| 作者姓名： | 周光辉 张从军 张成虎 王月虎 |
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| 作者单位： | 淮北师范大学数学科学学院;信息学院, 安徽 淮北 235000,南京财经大学应用数学学院, 江苏 南京 210023,南京财经大学应用数学学院, 江苏 南京 210023,南京财经大学管理科学与工程学院, 江苏 南京 210023 |
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| 基金项目： | 安徽省高校自然科学重点项目(KJ2016A651)和安徽省教育厅教育教学重点项目(2014jyxm161)资助. |
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| 摘 要： | 本文研究了非线性互补问题的两类数值求解方法.在经典LQP算法及LevenbergMarquardt算法的基础上,构造了两种新算法,并证明了这两种新算法的收敛性.数值实验表明,新算法对测试问题优于已有算法.
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| 关 键 词： | 非线性互补问题 LQP算法 Levenberg-Marquardt算法 |
| 收稿时间： | 2015/10/29 0:00:00 |
| 修稿时间： | 2016/1/19 0:00:00 |
TWO CLASSES OF NUMERICAL METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM |
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| ZHOU Guang-hui,ZHANG Cong-jun,ZHANG Cheng-hu and WANG Yue-hu.TWO CLASSES OF NUMERICAL METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM[J].Journal of Mathematics,2016,36(4):794-808. |
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| Authors: | ZHOU Guang-hui ZHANG Cong-jun ZHANG Cheng-hu and WANG Yue-hu |
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| Institution: | School of Mathematical Sciences; Information College, Huaibei Normal University, Huaibei 235000, China,School of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing 210023, China,School of Applied Mathematics, Nanjing University of Finance and Economics, Nanjing 210023, China and School of Management Science and Engineering, Nanjing University of Finance and Economics, Nanjing 210023, China |
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| Abstract: | In this paper, two numerical methods are proposed for the nonlinear complemen-tarity problems. Based on the classical LQP algorithm and the Levenberg-Marquardt algorithm, the new algorithms are designed; the convergence properties of our methods are obtained; the numerical experiments show that our new methods are better than traditional ones for some problems. |
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| Keywords: | nonlinear complementarity problem LQP algorithm Levenberg-Marquardt algorithm |
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