非线性互补问题的Derivative-Free下降方法  

Derivative-free Descent Method For Nonlinear Complementarity Problems

作　　者：蒋利华[1] 马昌凤[1] 徐安农[1] 

机构地区：[1]桂林电子工业学院计算科学与数学系

出　　处：《广西科学》2006年第3期190-193,共4页Guangxi Sciences

摘　　要：基于非线性互补问题(N CP(F))的约束极小化变形,构造一种新的m erit函数,将原始的N CP(F)问题转化为约束极小化问题,构造相应的derivative-free下降算法.在m erit函数严格单调的条件下证明derivative-free下降算法的合理性以及整体收敛性.A globally convergent derivative-free descent method for solving nonlinear complementarity problem （NCP（F）） is proposed basing on its equivalent formulation of minimization. A new merit function is introduced here. The reasonable and global convergence of the method is verified under the merit function which is monotone function.

关 键 词：非线性互补问题 merit函数 DERIVATIVE-FREE 下降算法 整体收敛性 

分 类 号：O224.2[理学—运筹学与控制论]