高斯牛顿算法在求解广义互补问题中的应用  

The Using of Gauss-Newton Methods for sovling Complementarity Problem

作　　者：程秀兰[1] 

机构地区：[1]潍坊医学院公开教学部数学教研室,山东潍坊261042

出　　处：《枣庄学院学报》2006年第5期20-23,共4页Journal of Zaozhuang University

摘　　要：本文将广义互补问题转化为一个非线性方程组问题,然后建立了GCP问题的无约束优化问题的转化形式,对该优化问题,用两种步长下的阻尼高斯牛顿算法来求解,并给出了两种情况下算法的全局收敛性.In this paper we reformulate GCP a sasystem of nonlinear equations, and the GCP is reformulated as unconstrained optimization problem, as for the optimization problem, the damped Gauss - Newton Method algorithm of two kinds of steps is employed for obtaining its solution, and the global convergence analysis are given in this thesis.

关 键 词：广义互补问题 非线性方程组 阻尼高斯牛顿算法 全局收敛性 

分 类 号：O177.91[理学—数学]