Cartesian P_0二阶锥互补问题的类Broyden算法  

A Broyden-like Algorithm for Second-order Cone Complementarity Problem with Cartesian P_0-property

作　　者：乌彩英[1] 温春燕[1] 

机构地区：[1]内蒙古大学数学科学学院

出　　处：《内蒙古大学学报（自然科学版）》2016年第4期359-366,共8页Journal of Inner Mongolia University：Natural Science Edition

基　　金：内蒙古自治区自然科学基金(2014MS0102)

摘　　要：对Cartesian P0二阶锥互补问题(SOCCP)提出一光滑类Broyden算法,同时给出一新的线性搜索.证明了水平集的有界性.在SOCCP的解集非空有界的假设下算法全局收敛.A smoothing Broyden-like algorithm is discussed with a new line search for solving second-order cone complementarity problem（SOCCP）with Cartesian P 0-Property.The results show that the level set is bounded.And if the solution set of SOCCP is nonempty and bounded,then the proposed algorithm converges globally.

关 键 词：二阶锥互补问题 类Broyden算法 FISCHER-BURMEISTER函数 

分 类 号：O221[理学—运筹学与控制论]