求解非线性互补问题的非单调共轭梯度法  

AN ON-MONOTONE-STEP CONJUGATE GRADIENT ALGORITHM FOR SOLVING NCP

作　　者：侯春莉[1] 

机构地区：[1]淄博师范高等专科学校数理科学系,山东淄博255130

出　　处：《山东师范大学学报（自然科学版）》2014年第4期35-40,共6页Journal of Shandong Normal University(Natural Science)

摘　　要：利用非线性互补问题（NCP）的F-B价值函数，基于PRP＋型共轭梯度算法，结合Gu N．Z．的新的非单调搜索技术提出新的利用F-B价值函数求解非线性互补问题（NCP）的非单调共轭梯度算法，该算法保持了共轭梯度算法和非单调数据的优良性质．在适当的条件下，证明了算法的全局收敛性，数值实验证明是有效的，适合解决大规模非线性互补问题．Nonlinear complementarity problem can be reformulated as an unconstrained optimization problem by using F-B merit function.Based on PRP＋type conjugate gradient method,by combining with Gu N.Z.non-monotone-step line search technique,we propose a new non-monotone-step conjugate gradient algorithm for solving nonlinear complementarity problem via F -B merit function.The new algorithm has excellent？quality of keeping？conjugate gradient method and non -monotone -step line search technique.Under some reasonable conditions,it is proved that the algorithm is globally convergent.Numerical experiments show that the new algorithm is effective,suitable to solve large scale nonlinear complementarity problems.

关 键 词：互补问题 价值函数 共轭梯度法 非单调 

分 类 号：O221.2[理学—运筹学与控制论]