| 引用本文： |
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蒋利华,马昌凤,徐安农.非线性互补问题的Derivative-Free下降方法[J].广西科学,2006,13(3):190-193. [点击复制]
- JIANG Li-hua,MA Chang-feng,XU An-nong.Derivative-free Descent Method For Nonlinear Complementarity Problems[J].Guangxi Sciences,2006,13(3):190-193. [点击复制]
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| 摘要: |
| 基于非线性互补问题(NCP(F))的约束极小化变形,构造一种新的merit函数,将原始的NCP(F)问题转化为约束极小化问题,构造相应的derivative-free下降算法.在merit函数严格单调的条件下证明derivative-free下降算法的合理性以及整体收敛性. |
| 关键词: 非线性互补问题 merit函数 derivative-free下降算法 整体收敛性 |
| DOI： |
| 投稿时间：2005-11-07修订日期：2006-03-13 |
| 基金项目: |
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| Derivative-free Descent Method For Nonlinear Complementarity Problems |
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JIANG Li-hua1,2, MA Chang-feng1, XU An-nong1
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| (1.Department of Computational Science Mathematics, Guilin University of Electron Technology, Guilin, Guangxi, 541004, China;2.Department of Mathematics Physics, Anhui University of Science Technology, Huainan, Anhui, 232001, China) |
| Abstract: |
| A globally convergent derivative-free descent method for solving nonlinear complementarity problem (NCP (F)) is proposed basing on its equivalent formulation of minimization.A new merit function is introduced here.The reasonable and global convergence of the method is verified under the merit function which is monotone function. |
| Key words: nonlinear complementarity problem merit function derivative-free descent algorithm global convergence |
