| 非线性互补问题的Derivative-Free下降方法 |
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| 引用本文： | 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 |
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| 作者姓名： | 蒋利华 马昌凤 徐安农 |
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| 作者单位： | 桂林电子工业学院计算科学与数学系,广西桂林,541004;安徽理工大学数理系,安徽淮南,232001;桂林电子工业学院计算科学与数学系,广西桂林,541004 |
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| 基金项目： | 作者感谢山东大学博士生导师林路教授的宝贵意见. |
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| 摘 要： | 基于非线性互补问题(N CP(F))的约束极小化变形,构造一种新的m erit函数,将原始的N CP(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m erit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.
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| 关 键 词： | 非线性互补问题 merit函数 derivative-free下降算法 整体收敛性 |
| 文章编号： | 1005-9164（2006）03-0190-04 |
| 收稿时间： | 2005-11-07 |
| 修稿时间： | 2006-03-13 |
Derivative-free Descent Method For Nonlinear Complementarity Problems |
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| JIANG Li-hu,MA Chang-feng and XU An-nong. Derivative-free Descent Method For Nonlinear Complementarity Problems[J]. Guangxi Sciences, 2006, 13(3): 190-193 |
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| Authors: | JIANG Li-hu MA Chang-feng XU An-nong |
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| Affiliation: | 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 |
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| 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. |
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| Keywords: | nonlinear complementarity problem merit function derivative-free descent algorithm global convergence |
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