求解垂直互补问题的参数牛顿法(英文)  

A Parameterized Newton Method for Vertical Complementarity Problem

作　　者：杜守强[1,2] 高岩[1] 

机构地区：[1]上海理工大学管理学院,上海200093 [2]青岛大学数学学院,青岛266071

出　　处：《运筹学学报》2009年第1期22-28,共7页Operations Research Transactions

基　　金：supported by National Science foundation of China(under grant:10671 126);The Innovation Fund Project For Graduate Student of Shanghai(JWCXSL0801);key project for Fundamental Research of STCSM(project number:06JC14057);Shang haileading academic discipline project(S30501).

摘　　要：给出了求解垂直互补问题的一种参数牛顿法,在较为温和的条件下证明了该方法的局部超线性收敛结果,并且给出了具体数值计算.A parameterized Newton method is given for a kind of vertical complementarity problem. Under mild assumptions, locally superlinear convergence results are also proved for the method. Finally, numerical tests are also listed.

关 键 词：运筹学 垂直互补问题 非光滑方程组 牛顿法 收敛性 

分 类 号：O221[理学—运筹学与控制论] O241.7[理学—数学]