求解非线性互补问题的一类光滑Broyden-like方法  

A NONMONOTONE BROYDEN-LIKE METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

作　　者：范斌[1] 马昌凤[1] 谢亚君[2] 

机构地区：[1]福建师范大学数学与计算机科学学院,福州350007 [2]福建江夏学院信息系,福州350108

出　　处：《计算数学》2013年第2期181-194,共14页Mathematica Numerica Sinica

基　　金：国家自然科学基金(11071041;11201074)项目;福建省自然科学基金(2013J01003)项目

摘　　要：非线性互补问题可以等价地转换为光滑方程组来求解.基于一种新的非单调线搜索准则,提出了求解非线性互补问题等价光滑方程组的一类新的非单调光滑Broyden-like算法.在适当的假设条件下,证明了该算法的全局收敛性与局部超线性收敛性.数值实验表明所提出的算法是有效的.The nonlinear complementarity problems can reformulated as a smoothing system of e- quations. By using a new nonmonotone line search, a new nonmonotone smoothing Broyden- like algorithm is presented for solving nonlinear complementarity problems. The global and local superlinear convergence of the proposed algorithm are proved under suitable condition- s. Some numerical examples are given to illustrate the performance and efficiency of the presented algorithm.

关 键 词：非线性互补问题 光滑Broyden—like算法 非单调线搜索 全局收敛性 超线性收敛性 数值实验 

分 类 号：O241.6[理学—计算数学]