一个求解非线性互补问题非单调自适应信赖域方法  

A nonmonotone automatic determination trust region method for nonlinear complementarity problem

作　　者：刘宁[1] 丁小妹[1] 马昌凤[1,2] 唐江花[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 [2]福建师范大学数学与计算机科学学院,福建福州350007

出　　处：《桂林电子科技大学学报》2010年第3期262-265,共4页Journal of Guilin University of Electronic Technology

基　　金：国家自然科学基金(10661005)

摘　　要：基于Fischer-Burmeister函数(简称FB函数)可将非线性互补问题转化等价的无约束问题求解。在信赖域与非单调技术相结合基础上提出一个求解非线性互补问题非单调自适应信赖域算法。该算法具有全局收敛性,且在适当的假设下该算法也具有局部超线性收敛。数值结果表明该算法是有效的。Base on Fischer-Burmeister function （FB function） we can reformulate the nonlinear complementarity problem as the solution to unconstrained optimization problems. In this paper, based on the combination of trustregion and nonmonotonie techniques, a new nonmonotone automatic determination trust region method for nonlinear complementarity problem is presented. The global convergence properties of this algorithm are proved. The local superlinear convergence is also obtained in suitable conditions. This algorithm is efficient by the numerical experiments.

关 键 词：非线性互补问题 非单调自适应信赖域算法 全局收敛性 局部超线性 

分 类 号：O224.2[理学—运筹学与控制论]