求解大规模混合互补问题的Newton-GMRES方法  

Newton-GMRES Method for Solving Large-scale Mixed Complementarity Problems

作　　者：朱子旋 芮绍平[1] ZHU Zi-xuan;RUI Shao-ping(School of Mathematical Sciences,Huaibei Normal University,Huaibei 235000,China)

机构地区：[1]淮北师范大学数学科学学院,淮北235000

出　　处：《青岛大学学报（自然科学版）》2023年第3期4-8,共5页Journal of Qingdao University(Natural Science Edition)

基　　金：安徽省高等学校自然科学研究项目(批准号:KJ2020A0024)资助;淮北师范大学实验室开放项目(批准号:2022sykf016)资助。

摘　　要：针对大规模混合互补问题,借助Chen-Harker-Kanzow-Smale(CHKS)光滑逼近函数,将其转化为光滑方程组。与非精确牛顿法相结合,得到了一种求解混合互补问题的Newton-GMRES算法,证明了该算法的全局收敛性。数值实验结果表明,该算法可行有效。Newton-GMRES algorithm in order to solve the mixed complementarity problem was obtained with the Chen-Harker-Kanzow-Smale(CHKS)smooth approximation function,Newton-GMRES method was transformed into a smooth system of equations and combined with the inexact Newton method,and the global convergence of the algorithm was proved.Numerical experimental results show that the algorithm is feasible and effective.

关 键 词：混合互补问题 非精确牛顿法 全局收敛性 

分 类 号：O157.5[理学—数学]