武夷学院学报
武夷學院學報
무이학원학보
JOURNAL OF WUYI UNIVERSITY
2012年
5期
18-22,26
,共6页
非单调线搜索%P0非线性互补问题%光滑牛顿法
非單調線搜索%P0非線性互補問題%光滑牛頓法
비단조선수색%P0비선성호보문제%광활우돈법
nonmonotone line search%P0 nonlinear complementarity problems%smoothing Newton method
基于CHKS光滑函数,将非线性互补问题转化为非线性光滑方程组,再构造光滑算子,将非线性光滑方程组转化为优化问题,且构造了一个新的牛顿算法,该算法引入了非单调线搜索,并在一定条件下证明了它的全局收敛性,及在非奇异条件而非严格互补条件条件下,证明了它的局部二次收敛性。最后给出数值实验结果。
基于CHKS光滑函數,將非線性互補問題轉化為非線性光滑方程組,再構造光滑算子,將非線性光滑方程組轉化為優化問題,且構造瞭一箇新的牛頓算法,該算法引入瞭非單調線搜索,併在一定條件下證明瞭它的全跼收斂性,及在非奇異條件而非嚴格互補條件條件下,證明瞭它的跼部二次收斂性。最後給齣數值實驗結果。
기우CHKS광활함수,장비선성호보문제전화위비선성광활방정조,재구조광활산자,장비선성광활방정조전화위우화문제,차구조료일개신적우돈산법,해산법인입료비단조선수색,병재일정조건하증명료타적전국수렴성,급재비기이조건이비엄격호보조건조건하,증명료타적국부이차수렴성。최후급출수치실험결과。
Based on CHKS smoothing function, we reformulate nonlinear complementarity problem as a nonlinear nonsmooth system of equations. Then we reformulate the system of equations as a optimization problem by constructing a smooth operator. And we present a new smoothing Newton algorithm. which used the nonmonotone line search technique. The proposed algorithm is shown to globally convergent under suitable condition , and locally quadratically convergent without the strict complementarity assumption. At last the preliminary numerical results are reported.
