求解P_0线性互补问题的一种二次收敛不精确光滑牛顿方法(英文)  

A Quadratically Convergent Inexact Smoothing Newton Method for P_0-LCP

作　　者：张杰[1] 芮绍平[2] 

机构地区：[1]淮北师范大学数学科学学院,安徽淮北235000 [2]西安交通大学理学院,西安710049

出　　处：《工程数学学报》2011年第6期747-755,共9页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundations of China(10971162)

摘　　要：在FB函数的基础上,对P0线性互补问题给出了一种新的不精确光滑算法.新的算法对于相应的线性方程组只求其非精确解.在没有严格互补假设的条件下,新算法具有全局收敛和局部二次收敛的性质.数值试验表明算法对于求解大规模P0线性互补问题是非常有效的.An inexact smoothing Newton method for the P0 linear complementarity problems （P0LCP） is presented. The method is based on the smoothed Fischer-Burmeister function. At each iteration, the corresponding linear system is solved approximately. It is proved that the proposed method has global convergence and local quadratic convergence properties without the strict complementarity assumption on the P0-LCP solution. Numerical experiments demonstrate that the method is effective for large-scale P0-LCPs.

关 键 词：P0线性互补问题 不精确牛顿法 二次收敛性 大规模问题 

分 类 号：O224[理学—运筹学与控制论]