解非线性互补问题带线搜索的非单调自适应信赖域法  

A nonmonotone automatic determination trust region method for nonlinear complementarity problem with line search

作　　者：刘宁[1] 马昌凤[1,2] 唐江花[1] 丁小妹[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350007

出　　处：《桂林电子科技大学学报》2011年第1期44-47,共4页Journal of Guilin University of Electronic Technology

基　　金：国家自然科学基金(11071041)

摘　　要：基于Fischer-Burmeister(FB)函数将非线性互补问题等价地转化为求解无约束优化问题。结合自适应信赖域半径方法和基于函数平均权重的非单调技术,提出一个求解非线性互补问题的非单调自适应信赖域方法。在适当的假设条件下,证明了该算法的全局性和超线性,数值结果表明该算法是可行的。Based on Fischer-Burmeister function,we can reformulate the nonlinear complementarity problem as the solution to unconstrained optimization.In this paper,based on the combination of trust-region and the nonmonotonic techniques of weighted average of successive function values,a new nonmonotone automatic determination trust region method for nonlinear complementarity problem with line search is presented.The global convergence properties of this algorithm are proved.The local superlinear convergence is also obtained under suitable condition.This algorithm is eficient by the numerical experiments.

关 键 词：非线性互补问题 线搜索 非单调自适应信赖域 全局性 超线性 

分 类 号：O224.2[理学—运筹学与控制论]