一个基于新光滑函数求解非线性互补问题的光滑算法  

A Smoothing Algorithm for the Nonlinear Complementarity Problem Based on a New Smoothing Function

作　　者：董丽[1] 潘虹[1] 周金川[2] 

机构地区：[1]信阳师范学院数学与信息科学学院,河南信阳464000 [2]山东理工大学理学院数学系,山东淄博255049

出　　处：《信阳师范学院学报（自然科学版）》2013年第4期496-499,共4页Journal of Xinyang Normal University(Natural Science Edition)

基　　金：国家自然科学基金项目(11101248)

摘　　要：基于新的光滑函数,提出了一个求解非线性互补问题的光滑型算法.该算法可以从任意点出发,每一步迭代只需求解一个线性方程组,并进行一次线性搜索.在不需要满足严格互补条件下,证明了算法是全局收敛且是局部二阶收敛的.数值实验表明算法是有效的.Based on a new smoothing function, a smoothing algorithm was proposed to solve the nonlinear comple- mentarity problem. The proposed algorithm can start from an arbitrary initial point, and it solves only one system of lin- ear equations and performs only one line search. Without requiring strict complementarity assumption, the global and local quadratical convergence of the proposed algorithm were proved. Numerical results showed that the proposed algo- rithm is effective.

关 键 词：非线性互补问题 P0-函数 光滑函数 光滑算法 收敛性 

分 类 号：O224.2[理学—运筹学与控制论]