期刊文献+

工程与经济均衡互补模型的一个光滑二次收敛算法

A smoothing quadratically convergent algorithm for engineering and economic equilibrium modeling
在线阅读 下载PDF
导出
摘要 目的研究一类工程与经济均衡互补模型的算法。方法首先建立该互补模型的绝对误差界,基于此设计求解该模型的算法。结果得到求解该模型的光滑收敛算法,并证明了所给算法是二次收敛的。结论在不要求互补问题存在非退化解的条件下,该类算法也具有二次收敛性。 (EEECM) Aim To study a solution method for engineering and economic equilibrium complementarity modeling . Methods An absolute global error bound for EEECM is established firstly. Based on this, a smoot- hing algorithm is proposed for solving the problem of EEECM. Results A smoothing convergent algorithm is pres- ented for obtaining its solution, and it shows that the algorithm is quadratic convergence. Conclusion rithm has quadratic convergence without non-degenerate condition. The algo-
作者 王蕾
机构地区 临沂大学理学院
出处 《西北大学学报(自然科学版)》 CAS CSCD 北大核心 2012年第3期345-350,共6页 Journal of Northwest University(Natural Science Edition)
基金 国家自然科学基金资助项目(11171180 11101303) 山东省自然科学基金资助项目(ZR2010AL005 ZR2011FL017) 高等学校博士学科点专项科研基金资助项目(20113705110002)
关键词 工程与经济均衡互补模型 误差界 算法 二次收敛 非退化解 EEECM error bound algorithm quadratic convergence non-degenerate solution
作者简介 王蕾,女,山东临沂人,副教授,从事经济管理和优化建模研究。
  • 相关文献

参考文献19

  • 1FERRIS M C, PANG J S. Engineering and economic ap- plications of complementarity problems [ J ]. Society for In- dustrial and Applied Mathematics, 1997, 39 (4) : 669- 713.
  • 2WALRAS L. Elements of Pure Economics [ M ]. Lon- don: Allen and Unwin, 1954.
  • 3MANGASARIAN O L, PANG J S. The extended linear complementarity problem[ J ]. SIAM J Matrix Analy Ap- pl, 1995,16:359-368.
  • 4GOWDA M S. On the extended linear complementarity problem[ J]. Math Programming, 1996, 72:33-50.
  • 5YE Y. A fully polynomial-time approximation algorithm for computing a stationary point of the general linear com- plementarity problem[ J]. Math Oprea Research, 1993, 18:334-345.
  • 6ZHANG J Z, XIU N H. Global s-type error bound for ex- tended linear complementarity problem and applications [J]. Math Programming, 2000, 88(2) : 391-410.
  • 7FACCHINEI F, PANG J S. Finite-Dimensional Varia- tional Inequalities and Complementarity Problems [ M ].New York: Springer, 2003.
  • 8孙洪春.求解水平线性互补问题的一个非光滑二次收敛算法[J].四川师范大学学报(自然科学版),2007,30(5):560-564. 被引量:5
  • 9REN Q J, SUN H C. A Quadratically convergent algo- rithm for the generalized linear complementarity problem [ J]. International Mathematical Forum, 2007, 60 : 2971- 2981.
  • 10YAMASHITA N, FUKUSHIMA M. On the rate of conver- gence of the Levenberg-Marquardt method [ J ]. Compu- ting, 2001, 15: 239-249.

二级参考文献16

  • 1Mangasarian O L,Pang J S.The extended linear complementarity problem[J].SIAM J Matrix Analy Appl,1995,16:359-368.
  • 2Ye Y.A fully polynomial-time approximation algorithm for computing a stationary point of the general linear complementarity problem[J].Math Oprea Research,1993,18:334-345.
  • 3Zhang J Z,Xiu N H.Global s-type error bound for extended linear complementarity problem and applications[J].Math Programming,2000,88B(2):391-410.
  • 4Facchinei F,Pang J S.Finite-Dimensional Variational Inequalities and Complementarity Problems[M].New York:Springer,2003.
  • 5Fischer A.A special Newton-type optimization method[J].Optim,1992,24:269-284.
  • 6Clarke F H.Optimization and Nonsmooth Analysis[M].New York:John Wiley and Sons,1983.
  • 7Qi L,Sun J.A nonsmooth version of Newton's method[J].Math Programming,1993,58:353-367.
  • 8Facchinei F,Soares J.A new merit function for nonliner complementarity problems and a related algorithm[J].SIAM J Optim,1997,7:225-247.
  • 9Yamashita N,Fukushima M.Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems[J].Math Programming,1997,76:469-491.
  • 10Cottle R W,Pang J S,Stone R E.The Linear Complementarity Problem[M].Boston:Academic Press,1992.

共引文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部