一个求解二阶锥互补问题的非单调光滑算法  

A Nonmonotone.Smoothing Algorithm for Solving the Second-Order Cone Complementarity Problem

作　　者：董丽[1] 潘虹[1] 王洪芹[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]中国农业大学烟台研究院,山东烟台264670

出　　处：《数学的实践与认识》2015年第13期133-139,共7页Mathematics in Practice and Theory

基　　金：河南省基础与前沿技术研究计划项目(142300410437;142300410318;142300410433);河南省教育厅科学技术研究重点项目(13A110767)

摘　　要：光滑算法是求解二阶锥互补问题非常有效的方法,而这类算法通常采用单调线性搜索.给出了一个求解二阶锥互补问题的非单调光滑算法,在不需要满足严格互补条件下证明了算法是全局和局部二阶收敛的.数值试验表明算法是有效的.Smoothing algorithms have been successfully applied to solve the second-order cone complementarity problem, which in general are designed based on some monotone line search. In this paper, we propose a nonmonotone smoothing algorithm for solving the second- order cone complementarity problem. Without strict complementarity, it is proved that the proposed algorithm is globally and locally quadratically convergent. Numerical experiments demonstrate the efficiency of our algorithm.

关 键 词：二阶锥互补问题 光滑算法 非单调线性搜索 

分 类 号：O221[理学—运筹学与控制论]