基于滤子技术的非线性互补问题的Derivative-Free算法  

A Derivative-Free algorithm for nonlinear complementarity problem based on filter techniques

作　　者：蒋利华[1] 房明磊[1] 殷志祥[1] 

机构地区：[1]安徽理工大学理学院,安徽淮南232001

出　　处：《安徽大学学报（自然科学版）》2014年第1期24-28,共5页Journal of Anhui University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(30570431;60873144);教育部新世纪优秀人才支持计划基金资助项目(NCET-06-0555)

摘　　要：由于滤子技术有很高的应用价值,并能得到很好的数值结果,近来滤子法被广泛用来处理非线性规划问题.论文提出了一种新的解决非线性互补问题的Derivative-Free滤子算法,该算法在单调性的假设下能全局收敛于非线性互补问题的解.Recently, filter methods are extensively studied to handle nonlinear programming problems, because of its good numerical results. In this paper, a new derivative-free filter algorithm was brought forward. The algorithm was shown, under the monotonicity assumption, to globally converge to the solution to the nonlinear complementarity problem.

关 键 词：非线性互补问题 Derivative-Free滤子法 全局收敛 

分 类 号：O175[理学—数学]