一类修正的广义拟牛顿法解互补问题  

A Class of Modified Generalized Quasi-Newtion Algorithms for Solving Complementarity Problem

作　　者：王炜[1] 贾宗伟[1] 韩永闯[1] 

机构地区：[1]辽宁师范大学数学学院,大连

出　　处：《运筹与模糊学》2012年第2期19-24,共6页Operations Research and Fuzziology

摘　　要：互补问题自被提出至今,人们对它进行了一系列研究,提出了许多有效算法,比较常用的有投影法、内点法、光滑(非光滑)牛顿法等。本文利用Fischer-Burmeister函数将互补问题转化为无约束优化问题,再利用修正的广义拟牛顿算法求解。改进后的算法经数值实验验证有良好的数值效果。Since the complementarity problem is proposed, people have done series of research, propose a lot of efficient algorithms, more used methods are projection method, interior-point method, smooth (nonsmooth) Newton method, etc. In this paper, complementarity problem is convert into unconstrained optimization by using Fischer-Burmeister function, then unconstrained optimization is solved by modified generalized quasi-Newton algorithm. the improved algorithm has good numerical results verified by numerical experiments.

关 键 词：互补问题 无约束优化问题 广义拟牛顿算法 

分 类 号：O22[理学—运筹学与控制论]