山东师范大学学报(自然科学版)
山東師範大學學報(自然科學版)
산동사범대학학보(자연과학판)
JOURNAL OF SHANGOND NORMAL UNIVERSITY(NATURAL SCIENCE)
2014年
4期
35-40
,共6页
互补问题%价值函数%共轭梯度法%非单调
互補問題%價值函數%共軛梯度法%非單調
호보문제%개치함수%공액제도법%비단조
complementarity problem%merit function%conjugate gradient method%non-monotone
利用非线性互补问题(NCP)的F-B价值函数,基于PRP+型共轭梯度算法,结合Gu N.Z.的新的非单调搜索技术提出新的利用F-B价值函数求解非线性互补问题(NCP)的非单调共轭梯度算法,该算法保持了共轭梯度算法和非单调数据的优良性质.在适当的条件下,证明了算法的全局收敛性,数值实验证明是有效的,适合解决大规模非线性互补问题.
利用非線性互補問題(NCP)的F-B價值函數,基于PRP+型共軛梯度算法,結閤Gu N.Z.的新的非單調搜索技術提齣新的利用F-B價值函數求解非線性互補問題(NCP)的非單調共軛梯度算法,該算法保持瞭共軛梯度算法和非單調數據的優良性質.在適噹的條件下,證明瞭算法的全跼收斂性,數值實驗證明是有效的,適閤解決大規模非線性互補問題.
이용비선성호보문제(NCP)적F-B개치함수,기우PRP+형공액제도산법,결합Gu N.Z.적신적비단조수색기술제출신적이용F-B개치함수구해비선성호보문제(NCP)적비단조공액제도산법,해산법보지료공액제도산법화비단조수거적우량성질.재괄당적조건하,증명료산법적전국수렴성,수치실험증명시유효적,괄합해결대규모비선성호보문제.
Nonlinear complementarity problem can be reformulated as an unconstrained optimization problem by using F-B merit function.Based on PRP+type conjugate gradient method,by combining with Gu N.Z.non-monotone-step line search technique,we propose a new non-monotone-step conjugate gradient algorithm for solving nonlinear complementarity problem via F -B merit function.The new algorithm has excellent?quality of keeping?conjugate gradient method and non -monotone -step line search technique.Under some reasonable conditions,it is proved that the algorithm is globally convergent.Numerical experiments show that the new algorithm is effective,suitable to solve large scale nonlinear complementarity problems.