解决非线性互补问题的Derivative-Free算法  

Some research on derivative-free descent method for nonlinear complementarity problem

作　　者：蒋利华[1] 徐安农[2] 

机构地区：[1]安徽理工大学数理系,安徽淮南232001 [2]桂林电子科技大学数学与计算科学学院,广西桂林541004

出　　处：《安徽大学学报（自然科学版）》2007年第4期17-21,共5页Journal of Anhui University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(10501009);广西科学研究基金资助项目(0640165)

摘　　要：基于NCP(F)的约束极小化变形,构造了一种新的merit函数,将原始的NCP(F)问题转化为约束极小化问题,并构造了相应的derivative-free下降算法,并在merit函数严格单调的条件下证明了derivative-free算法的合理性以及整体收敛性.A globally convergent derivative - free descent method for solving nonlinear comp - lementarity problem is proposed based 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 is strongly monotone function.

关 键 词：非线性互补问题(NCP(F)) merit函数 derivative-free下降算法 整体收敛性 

分 类 号：O224[理学—运筹学与控制论]