| 摘要: |
| 针对非线性互补问题,构造一个新的光滑逼近函数,分析该函数的一些基本性质,再利用该函数建立求解非线性互补问题的光滑牛顿算法,证明在适当的条件下这一算法是全局及局部超线性收敛的,最后用数值算例验证该算法是有效的. |
| 关键词: 非线性互补 光滑逼近函数 光滑牛顿法 收敛性 数值实验 |
| DOI： |
| 投稿时间：2010-09-28修订日期：2010-10-19 |
| 基金项目:国家自然科学基金项目(11071041);福建省自然科学基金项目(2009J01002)资助 |
|
| A Smoothing Newton Method for Solving Nonlinear Complementarity Problem |
|
CHEN Zheng1, MA Chang-feng2
|
| (1.Department of Information Fujian Jiangxia College, Fuzhou, Fujian, 350108, China;2.School of Mathematics and Computer Science, Fujian Normal University, Fuzhou, Fujian, 350007, China) |
| Abstract: |
| A new smoothing approximation function of NCP is given and some properties of function are analyzed.By this new function,a new Jacobian smoothing method for P0-NCP is proposed.The presented method is globally and locally superlinearly convergent under suitable conditions.Some numerical results show that this method is effective. |
| Key words: nonlinear complementarity smoothing approximation function smoothing Newton method convergence numerical experiment |
