| 解决非线性互补问题的Derivative-Free算法 |
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| 引用本文： | 蒋利华,徐安农.解决非线性互补问题的Derivative-Free算法[J].安徽大学学报(自然科学版),2007,31(4):17-21. |
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| 作者姓名： | 蒋利华 徐安农 |
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| 作者单位： | 安徽理工大学,数理系,安徽,淮南,232001;桂林电子科技大学,数学与计算科学学院,广西,桂林,541004 |
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| 基金项目： | 国家自然科学基金资助项目（10501009）;广西科学研究基金资助项目（0640165） |
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| 摘 要： | 基于NCP(F)的约束极小化变形,构造了一种新的merit函数,将原始的NCP(F)问题转化为约束极小化问题,并构造了相应的derivative-free下降算法,并在merit函数严格单调的条件下证明了derivative-free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(NCP(F)) merit函数 derivative-free下降算法 整体收敛性 |
| 文章编号： | 1000-2162（2007）04-0017-05 |
| 修稿时间： | 2006-09-21 |
Some research on derivative-free descent method for nonlinear complementarity problem |
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| JIANG Li-hua,XU An-nong.Some research on derivative-free descent method for nonlinear complementarity problem[J].Journal of Anhui University(Natural Sciences),2007,31(4):17-21. |
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| Authors: | JIANG Li-hua XU An-nong |
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| Institution: | 1. Department of Mathematics and Physics, Anhui University of Science and Technology, Huainan 232001, China; 2. School of Mathematical and Computational Science,Gulin University of Electronic Technology,Guilin 541004,China |
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| Abstract: | A globally convergent derivative-free descent method for solving nonlinear comp-lementarity problem is proposed based 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 is strongly monotone function. |
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| Keywords: | nonlinear complementarity problem NCP(F) merit function derivative-free descent algorithm global convergence |
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