| 混合互补问题的光滑类Broyden拟牛顿算法 |
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| 引用本文： | 何郁波,董晓亮.混合互补问题的光滑类Broyden拟牛顿算法[J].河南师范大学学报(自然科学版),2010,38(6). |
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| 作者姓名： | 何郁波 董晓亮 |
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| 基金项目： | 湖南省教育厅项目，怀化学院硕、博基金资助项目 |
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| 摘 要： | 混合互补问题的求解能够转化成对其KKT系统的求解.对于混合互补问题KKT系统的求解采用先将KKT系统转化成一个非光滑的非线性方程组,然后构造新的光滑函数来逼近非线性方程组的方法.文中算法采用光滑类Broyden拟牛顿算法,全局收敛性得到了证明,数值试验表明算法是有效的.
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| 关 键 词： | 词:混合互补问题 光滑牛顿法 全局收敛 Jacobian相容性 |
A Smoothing Broyden-like Quasi-Newton Method for the Mixed Complementarity Problems |
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| HE Yu-bo,DONG Xiao-liang.A Smoothing Broyden-like Quasi-Newton Method for the Mixed Complementarity Problems[J].Journal of Henan Normal University(Natural Science),2010,38(6). |
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| Authors: | HE Yu-bo DONG Xiao-liang |
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| Abstract: | The mixed complementarity problem can be reformulated as it's KKT system.This paper we converts KKT system into a nonsmooth nonlinear equation,and constructs a new smoothing approximation function for the nonsmooth nonlinear equation.It proposes a smoothing Broyden-like quasi-Newton algorithm for the solution of the mixed complementarity.Global convergence results of the algorithm is obtained under suitable conditions.Numerical experiments confirm the good theoretical properties of the algorithm. |
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| Keywords: | mixed complementarity problem smoothing quasi-Newton method smoothing Broyden-like method global convergence Jacobian consistency |
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