| 解决非线性互补问题非光滑牛顿算法的全局收敛以及局部收敛性分析 |
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| 引用本文： | 马骋,阴志民,王长钰.解决非线性互补问题非光滑牛顿算法的全局收敛以及局部收敛性分析[J].曲阜师范大学学报,2009,35(2):17-22. |
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| 作者姓名： | 马骋 阴志民 王长钰 |
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| 作者单位： | 马骋,王长钰,MA Cheng,WANG Chang-yu(曲阜师范大学运筹与管理学院,276826,日照市);阴志民,YIN Zhi-min(济南市第五职业中专学校,250001,山东省济南市)
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| 基金项目： | 国家自然科学基金，国家青年自然自然科学基金 |
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| 摘 要： | 考虑基于Facchinei F等（1997）提出的解决非线性互补问题的非光滑牛顿算法的收敛性质．对该算法我们在较弱的条件下给出了一般性的全局收敛结果，改进了Facchinei F（1997）和Dan H（2002）文中的相关结果，作为这个定理的推论，我们得到的迭代序列的每一个聚点x^＊或者是非线性互补问题的解或者是稳定点．最后，在局部误差界的条件下给出了超线性（二阶）收敛速度的证明．
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| 关 键 词： | 非线性互补问题 非光滑 局部误差界 全局收敛 |
The Analysis of Global and Local Convergence of Nonsmooth Newton Methods for Nonlinear Complementarity Problems |
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| MA Cheng,YIN Zhi-min,WANG Chang-yu.The Analysis of Global and Local Convergence of Nonsmooth Newton Methods for Nonlinear Complementarity Problems[J].Journal of Qufu Normal University(Natural Science),2009,35(2):17-22. |
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| Authors: | MA Cheng YIN Zhi-min WANG Chang-yu |
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| Institution: | MA Cheng, YIN Zhi-min, WANG Chang-yu(1. School of Operations Research and Management, Qufu Normal University, 276826, Rizhao; 2. No. 5 Middle Vocational School of Jinan,250001 ,Jinan,Shandong, PRC) |
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| Abstract: | In this paper,the convergence properties of the nonsmooth newton algorithm for solving nonlinear complementarity problems based on the paper of Facchinei F(1997) are considered.For this algorithm,a more general global convergence result under mild conditions is given,which improves the corresponding results in the papers of Facchinei F(1997) and Dan H(2002).As a corollary of the global convergence theorem,every accumulation point x* of the iteration sequence is generated by the nonsmooth newton algorithm is... |
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| Keywords: | nonlinear complementarity problem nonsmooth local error bound global convergence |
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