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求解P0函数非线性互补问题的光滑牛顿法
引用本文:简薇薇,马昌凤.求解P0函数非线性互补问题的光滑牛顿法[J].福建农业大学学报,2010(2):216-221.
作者姓名:简薇薇  马昌凤
作者单位:[1]福建师范大学数学与计算机科学学院,福建福州350003 [2]福建农林大学计算机与信息学院,福建福州350007
基金项目:国家自然科学基金(10661005); 福建省自然科学基金资助项目(2009J01002)
摘    要: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P0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.

关 键 词:min函数  非线性互补问题  光滑牛顿法  全局收敛性

Smoothing Newton method for nonlinear complementarity problem of P0 function
JIAN Wei-wei,MA Chang-feng.Smoothing Newton method for nonlinear complementarity problem of P0 function[J].Journal of Fujian Agricultural University,2010(2):216-221.
Authors:JIAN Wei-wei  MA Chang-feng
Institution:1.College of Mathematics and Computer Science,Fujian Normal University,Fujian,Fuzhou 350007,China;2.College of Mathematics and Computer Science,Fujian Agriculture and Forestry University,Fuzhou,Fujian 350007,China)
Abstract: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 P0 function(denoted by P0-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.
Keywords:min-function  nonlinear complementarity problem(NCP)  smoothing Newton method  global convergence
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