求解非线性互补问题的FB线搜索方法  

A line search method for nonlinear complementarity problem with FB function

作　　者：李梅艳[1] 马昌凤[1] 

机构地区：[1]桂林电子科技大学数学与计算科学学院,广西桂林541004

出　　处：《桂林电子科技大学学报》2008年第5期438-441,共4页Journal of Guilin University of Electronic Technology

基　　金：国家自然科学基金项目(10661005);广西自然科学基金项目(桂科自0640165)

摘　　要：利用FB-NCP函数将非线性互补问题转化为等价的非光滑方程组来求解。提出一种基于FB线搜索规则的非光滑牛顿算法,并在FB正则条件下得到该算法是全局收敛性结果。在适当的假设下,证明了该算法的局部二次收敛性。数值实验表明该算法是有效的。The nonlinear complementarity problem can be reformulated as the solution to a nonsmooth system of e- quations with FB-NCP function. A nonsmooth Newton method is proposed for the nonlinear complementarity problem based on FB line search. The proposed algorithm is proved to be convergent globally under FB regular. Furthermore, the algorithm has local quadratic convergence under suitable assumptions. Some numerical experiments are reported.

关 键 词：非线性互补问题 非光滑牛顿法 全局收敛性 二次收敛性 

分 类 号：O224.2[理学—运筹学与控制论]