CAJ | 학술논문

基于光滑互补函数，将非线性互补问题等价转化光滑方程组问题，构造了一个新的求解该光滑方程组的非精确 Jacobian 光滑化方法，该算法克服牛顿法解大规模互补问题的不便，并证明了该算法具有全局收敛性，在一定的假设条件下具有局部二次收敛性。
기우광활호보함수，장비선성호보문제등개전화광활방정조문제，구조료일개신적구해해광활방정조적비정학 Jacobian 광활화방법，해산법극복우돈법해대규모호보문제적불편，병증명료해산법구유전국수렴성，재일정적가설조건하구유국부이차수렴성。
Based on a smoothing complementarity function, we reformulate nonlinear complementarity problem as a smoothing system of equations , a new inexact Jacobian smoothing method is given, which overcomes the inconvenience of the Newton method for large-scale NCP. The proposed algorithm is shown to globally convergent, and under suitable condition, the locally quadratic convergence is proved.