| P_0函数非线性互补问题的一步非内点连续方法的收敛性 |
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| 引用本文： | 黄正海,韩继业,陈中文. P_0函数非线性互补问题的一步非内点连续方法的收敛性[J]. 数学年刊A辑(中文版), 2002, 0(2) |
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| 作者姓名： | 黄正海 韩继业 陈中文 |
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| 作者单位： | 中国科学院数学与系统科学研究院应用数学研究所，中国科学院数学与系统科学研究院应用数学研究所，苏州大学数学系 北京 １０００８０，北京 １０００８０，江苏苏州 ２１５００６ |
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| 基金项目： | 国家自然科学基金(No．19871016,No．19731001)资助的项目 |
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| 摘 要： | 本文对于Ｐ０函数非线性互补问题提出了一个基于Ｋａｎｚｏｗ光滑函数的一步非内点连续方法,在适当的假设条件下,证明了方法的全局线性及局部二次收敛性．特别,在方法的全局线性收敛性的分析中,不需要假定非线性互补问题的函数的Ｊａｃｏｂｉ阵是Ｌｉｐｓｃｈｉｔｚ连续的．文献中为了得到非内点连续方法的全局线性收敛性,这一假定是被广泛使用的．本文提出的方法在每一次迭代只须解一个线性方程式组．
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| 关 键 词： | P0函数非线性互补问题 非内点连续方法 全局线性收敛性 局部二次收敛性 |
THE CONVERGENCE OF AN ONE-STEPNON-INTERIOR CONTINUATION METHODFOR SOLVING THE P_0 FUNCTION NCP |
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| HUANG Zhenghai HAN Jiye CHEN ZhongwenInstitute of Applied Mathematics,Academy of Mathematics and System Sciences,Chinese Academy of Sciences,Beijing,,P.O.Box. ,China. THE CONVERGENCE OF AN ONE-STEPNON-INTERIOR CONTINUATION METHODFOR SOLVING THE P_0 FUNCTION NCP[J]. Chinese Annals of Mathematics, 2002, 0(2) |
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| Authors: | HUANG Zhenghai HAN Jiye CHEN ZhongwenInstitute of Applied Mathematics Academy of Mathematics System Sciences Chinese Academy of Sciences Beijing P.O.Box. China |
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| Affiliation: | HUANG Zhenghai HAN Jiye CHEN ZhongwenInstitute of Applied Mathematics,Academy of Mathematics and System Sciences,Chinese Academy of Sciences,Beijing,100080,P.O.Box. 2734,China. Department of Mathematics,Suzhou University,Suzhou 215006,Jiangsu,Ch |
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| Abstract: | In this paper, we propose an one-step non-interior continuation method for solving P0 function nonlinear complementarity problems (NCP) based on Kanzow's smoothing func-tion, which is shown to be globally linearly and locally quadratically convergent under suitable assumptions. In particular, in our analysis for the global linear convergence of the method we do not need the assumption that the Jacobian of the function involved in the NCP is Lipschitz continuous, which is used widely in the non-interior continuation methods in order to achieve global linear convergence result of the methods. The proposed method only needs to solve a linear system of equations at each iteration. |
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| Keywords: | P0 function nonlinear complementarity problem Non-interior continuation method Global linear convergence Local quadratic convergence |
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