福建农林大学学报(自然科学版)
福建農林大學學報(自然科學版)
복건농림대학학보(자연과학판)
JOURNAL OF FUJIAN AGRICULTURE AND FORESTRY UNIVERSITY(NATURAL SCIENCE EDITION)
2010年
2期
216-221
,共6页
min函数%非线性互补问题%光滑牛顿法%全局收敛性
min函數%非線性互補問題%光滑牛頓法%全跼收斂性
min함수%비선성호보문제%광활우돈법%전국수렴성
min-function%nonlinear complementarity problem(NCP)%smoothing Newton method%global convergence
将非线性互补问题转化为光滑方程组是求解非线性互补问题的一个重要途径.通过对min函数的光滑化,引入了一个新的光滑NCP函数,并在此基础上建立了求解P_0函数非线性互补问题的一步光滑牛顿法;同时在较弱的条件下证明了该算法的适定性和全局收敛性.
將非線性互補問題轉化為光滑方程組是求解非線性互補問題的一箇重要途徑.通過對min函數的光滑化,引入瞭一箇新的光滑NCP函數,併在此基礎上建立瞭求解P_0函數非線性互補問題的一步光滑牛頓法;同時在較弱的條件下證明瞭該算法的適定性和全跼收斂性.
장비선성호보문제전화위광활방정조시구해비선성호보문제적일개중요도경.통과대min함수적광활화,인입료일개신적광활NCP함수,병재차기출상건립료구해P_0함수비선성호보문제적일보광활우돈법;동시재교약적조건하증명료해산법적괄정성화전국수렴성.
It was an important approach to convert the nonlinear complementarity problem(NCP) into solving a smooth equation. By introducing a new smoothing NCP function, the problem was approximated by a family of parameterized smoothing equation. A one-step smoothing Newton algorithm was presented to solve the NCP with P_0 function (denoted by P_0-NCP) based on the new smoothing NCP function of generalized min-function. The proposed algorithm is proved to be well-defined and convergent globally under weaker condition.