工程数学学报
工程數學學報
공정수학학보
CHINESE JOURNAL OF ENGINEERING MATHEMATICS
2011年
6期
747-755
,共9页
P0线性互补问题%不精确牛顿法%二次收敛性%大规模问题
P0線性互補問題%不精確牛頓法%二次收斂性%大規模問題
P0선성호보문제%불정학우돈법%이차수렴성%대규모문제
P0 linear complementarity problem%inexact Newton method%quadratic convergence%large-scale problem
在FB函数的基础上,对P0线性互补问题给出了一种新的不精确光滑算法.新的算法对于相应的线性方程组只求其非精确解.在没有严格互补假设的条件下,新算法具有全局收敛和局部二次收敛的性质.数值试验表明算法对于求解大规模P0线性互补问题是非常有效的.
在FB函數的基礎上,對P0線性互補問題給齣瞭一種新的不精確光滑算法.新的算法對于相應的線性方程組隻求其非精確解.在沒有嚴格互補假設的條件下,新算法具有全跼收斂和跼部二次收斂的性質.數值試驗錶明算法對于求解大規模P0線性互補問題是非常有效的.
재FB함수적기출상,대P0선성호보문제급출료일충신적불정학광활산법.신적산법대우상응적선성방정조지구기비정학해.재몰유엄격호보가설적조건하,신산법구유전국수렴화국부이차수렴적성질.수치시험표명산법대우구해대규모P0선성호보문제시비상유효적.
An inexact smoothing Newton method for the P0 linear complementarity problems(P0-LCP)is presented.The method is based on the smoothed Fischer-Burmeister function.At each iteration,the corresponding linear system is solved approximately.It is proved that the proposed method has global convergence and local quadratic convergence properties without the strict complementarity assumption on the P0-LCP solution.Numerical experiments demonstrate that the method is effective for large-scale P0-LCPs.