解非线性互补问题的非精确正则化算法  

An Inexact Regularization Algorithm for Solving Nonlinear Complementarity Problems

作　　者：丁小妹 王平 DING Xiaomei;WANG Ping(Department of Mathematics and Computational Science,Wuyi University,Wuyishan 354300,China)

机构地区：[1]武夷学院数学与计算机学院

出　　处：《集美大学学报（自然科学版）》2019年第6期471-475,共5页Journal of Jimei University：Natural Science

基　　金：国家自然科学基金项目(11071041);福建省自然科学基金项目(2016J01005);福建省教育厅中青年教师教育科研项目(JA15525,JA15522)

摘　　要：构造一个新的光滑逼近函数,通过该函数将非线性互补问题转化为与之等价的方程组问题。建立解该方程组的非精确正则化算法,在该算法中光滑参数与正则参数为彼此独立的变量,且可以通过解线性方程组很快得到。并在较弱的条件下证明了该正则算法的全局收敛性和局部超线性收敛性。A new smoothing approximation function was constructed to transform the nonlinear complementarity problem into an equivalent system of equations.The inexact regularization algorithm for solving this system of equations was established.And in this algorithm,the smooth parameters and regular parameters were independent.Thus,the solution of the original nonlinear complementarity problem was obtained and the global and local convergence of this method were proved under weak conditions.

关 键 词：非线性互补问题 全局收敛 局部超线性收敛 非精确正则算法 

分 类 号：O224.2[理学—运筹学与控制论]