| 求解非线性互补问题的非单调算法 |
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| 引用本文： | 侯春莉,王宣战. 求解非线性互补问题的非单调算法[J]. 重庆工商大学学报(自然科学版), 2014, 31(11): 10-16 |
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| 作者姓名： | 侯春莉 王宣战 |
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| 作者单位： | 1. 淄博师范高等专科学校数理科学系,山东省淄博市,255130
2. 中国石油大学(华东)理学院,山东省青岛市,266580 |
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| 基金项目： | 中央高校基本科研业务费专项资金资助 |
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| 摘 要： | 利用价值函数将非线性互补问题等价转化为带有非负约束的最优化问题,结合Gu N.Z.新的非单调搜索技术,提出新的求解非线性互补问题的非单调下降算法;并在适当的条件下,证明了算法的全局收敛性;用数值例子验证算法的有效性.
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| 关 键 词： | 互补问题 价值函数 非单调技术 全局收敛性 |
Non-monotone Algorithm for the Solution to Nonlinear Complementarity Problems |
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| HOU Chun-li , WANG Xuan-zhan. Non-monotone Algorithm for the Solution to Nonlinear Complementarity Problems[J]. Journal of Chongqing Technology and Business University:Natural Science Edition, 2014, 31(11): 10-16 |
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| Authors: | HOU Chun-li WANG Xuan-zhan |
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| Affiliation: | HOU Chun-li , WANG Xuan-zhan ( 1. Department of Mathematical and Physical Science, Zibo Normal College, Shandong Zibo 255130, China; 2. School of Science, China Petroleum University (East China) , Shandong Qingdao 266580, China) |
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| Abstract: | Value function is used to equivalently transform nonlinear complementarity problems into the optimality problems with non-negative constraints, the non-monotone descent algorithm for new solution to nonlinear complementarity problems is proposed based on new non-monotone search technique of Gu N.Z., the global convergence of this algorithm is proved under the proper condition, and the validity of this algorithm is tested by numerical examples. |
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| Keywords: | complementarity problem value function non-monotone technique global convergence |
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