求解非线性互补问题的光滑化拟牛顿法  

A smoothing quasi-Newton method for nonlinear complementarity problems

作　　者：柴婧[1] 马昌凤[1,2] 

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4期350-354,共5页Journal of Guilin University of Electronic Technology

基　　金：国家自然科学基金(10661005)

摘　　要：利用光滑Chen Harker KanzowSmale函数和Robinson正则法,将非线性互补问题转化为与之等价的光滑非线性方程组,并基于无导数线搜索技术提出了一种新的求解P0非线性互补问题的光滑化拟牛顿法.在一定条件下获得了算法的全局收敛性,数值实验表明该算法是有效的.In this paper,Based on Chen-Harker-Kanzow-Smale function and the Robinson regularization method we can reformulate the nonlinear complementarity problem as the solution to a smooth system of equations.With the derivative-free line search techniques,a new smoothing quasi-Newton method for P0 nonlinear complementarity problem is presented.In the suitable condition,The global convergence properties of this algorithm are proved.The numerical experiments show that this algorithm is efficient.

关 键 词：无导数线搜索 Chen-Harker-Kanzow-Smale函数 非线性互补问题 全局收敛性 

分 类 号：O224.2[理学—运筹学与控制论]