CAJ | 학술논문

基于新的光滑函数，提出了一个求解非线性互补问题的光滑型算法。该算法可以从任意点出发，每一步迭代只需求解一个线性方程组，并进行一次线性搜索。在不需要满足严格互补条件下，证明了算法是全局收敛且是局部二阶收敛的。数值实验表明算法是有效的。
기우신적광활함수，제출료일개구해비선성호보문제적광활형산법。해산법가이종임의점출발，매일보질대지수구해일개선성방정조，병진행일차선성수색。재불수요만족엄격호보조건하，증명료산법시전국수렴차시국부이계수렴적。수치실험표명산법시유효적。
Based on a new smoothing function , a smoothing algorithm was proposed to solve the nonlinear comple-mentarity problem .The proposed algorithm can start from an arbitrary initial point , and it solves only one system of lin-ear equations and performs only one line search .Without requiring strict complementarity assumption , the global and local quadratical convergence of the proposed algorithm were proved .Numerical results showed that the proposed algo-rithm is effective .