摘要
研究带有P_0函数的非线性互补问题.基于一个新的光滑函数,把问题近似成参数化的光滑方程组,并且给出一个新的非内点连续算法.所给算法在每步迭代只需要求解一个线性方程组和执行一次Armijo类型的线搜索.在不需要严格互补条件的情况下,证明了算法是全局收敛和超线性收敛的.并且,在一个较弱的条件下该算法具有局部二阶收敛性.数值实验证实了算法的可行性和有效性.
In this paper,nonlinear complementarity problem with P_0-function is studied. Based on a new smoothing function,the problem is approximated by a family of parameterized smooth equations and a new non-interior-point continuation method is presented for solving it.At each iteration,the proposed algorithm only need to solve a system of linear equations and perform only one Armijo-type line search.The algorithm is proved to be globally as well as locally superlinearly convergent without strict complementarity.Moreover,the quadratic convergence rate can be achieved under mild conditions.Numerical experiments demonstrate the feasibility and efficiency of the new algorithm.
出处
《数学物理学报（A辑）》
CSCD
北大核心
2011年第1期229-238,共10页
Acta Mathematica Scientia
基金
国家自然科学基金(10571109
10971122)
山东省自然科学基金(Y2008A01)资助
关键词
非线性互补
非内点连续算法
P_0-函数
强制性
全局收敛
Nonlinear complementarity
Non-interior-point continuation method
P_0-function
Coerciveness
Global convergence
作者简介
E-mail： fangliang3@ 163.com
