| 一个解非线性互补问题的非精确 Jacobian 光滑化方法 |
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| 引用本文： | 丁小妹,刘倩,马昌凤.一个解非线性互补问题的非精确 Jacobian 光滑化方法[J].南平师专学报,2014(2):54-58. |
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| 作者姓名： | 丁小妹 刘倩 马昌凤 |
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| 作者单位： | [1] 武夷学院数学与计算机学院,福建 武夷山354301 [2] 福建师范大学数学与计算机科学学院,福建 福州350007 |
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| 基金项目： | 福建省大学生创新创业训练项目（项目编号：201310397023）. |
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| 摘 要： | 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。
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| 关 键 词： | 非线性互补问题 非精确 Jacobian 光滑化方法 全局收敛性 |
A Inexact Jacobian Smoothing Method for Nonlinear Complementarity Problems |
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| DING Xiaomei,LIU Qian,MA Changfeng.A Inexact Jacobian Smoothing Method for Nonlinear Complementarity Problems[J].Journal of Nanping Teachers College,2014(2):54-58. |
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| Authors: | DING Xiaomei LIU Qian MA Changfeng |
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| Institution: | 1. School of Mathematics and Computer Science, Wuyi University,Wuyishan,Fujian 354301) (2.School of Mathematics and Computer Science, Fujian Normal University, Fuzhou, Fujian 350007) |
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| Abstract: | 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. |
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| Keywords: | nonlinear complementarity problems inexact Jacobian smoothing method global convergence |
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