广义互补问题的正则化牛顿算法  

Reguarization-Newton Algorithm for the Generalized Nonlinear Complementarity Problem

作　　者：曹媛媛[1] 

机构地区：[1]曲阜师范大学杏坛学院,曲阜273100

出　　处：《科学技术与工程》2009年第24期7296-7300,7314,共6页Science Technology and Engineering

基　　金：国家自然科学(10771120)资助

摘　　要：首先将定义在闭凸多面锥上的广义互补问题(GNCP)转化为一个等价的非线性方程组,然后利用正则化牛顿算法来求解此非线性方程组,并建立了算法的超线性(二阶)收敛性。The generalized nonlinear complementarity problem （GNCP） over a polyhedral cone is considered.To solve the problem, it is first reformulated as a system of nonlinear equations, and then develop a regularization- Newton algorithm to solve it. The global convergence and superlinear convergence rate of the algorithm are also analyzed.

关 键 词：广义互补问题 正则化牛顿算法 半光滑 广义Jocobian 非奇异性条件 

分 类 号：O221.2[理学—运筹学与控制论]