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期刊文章详细信息

非线性互补问题的一种新的光滑价值函数及牛顿类算法    

A NEW SMOOTH MERIT FUNCTION FOR NONLINEAR COMPLEMENTARITY PROBLEMS AND A NEWTON-TYPE METHOD

  

文献类型:期刊文章

作  者:乌力吉[1] 陈国庆[1]

机构地区:[1]内蒙古大学理工学院数学系

出  处:《计算数学》

基  金:高等学校优秀青年教师教学科研奖励计划资助项目.

年  份:2004

卷  号:26

期  号:3

起止页码:315-328

语  种:中文

收录情况:BDHX、BDHX2000、CSCD、CSCD2011_2012、INSPEC、JST、MR、ZGKJHX、ZMATH、核心刊

摘  要:A new smooth merit function was constructed for nonlinear complementarity problems (NCPs). Like as the merit function based on the famous FischerBurmeister function, the stationary point of the merit function is the solution of NCP when the function is only a P0-function, and the merit function has good coercive property. A damped Newton-type algorithm which based on the merit function was presented. The global and local superlinear or quadratic convergence results were obtained under suitable conditions. Furthermore, the finite termination property was obtained for affine case with P-matrix without using the hybrid switch technique or additional step as corrector Newton step as usual. Numerical results suggest that the method is promising.

关 键 词:非线性互补问题 全局收敛  局部超线性  二阶收敛 阻尼牛顿类算法  偏导数

分 类 号:O241]

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