摘要
基于Chen-Harker-Kanzow-Smalc光滑函数,对单调非线性互补问题NCP(f)给出了一种不可行非内点连续算法,该算法在每次迭代时只需求解一个线性等式系统。执行一次线搜索;算法在NCP(f)的解处不需要严格互补的条件下,具有全局线性收敛性和局部二次收敛性.
Based on Chen-Harker-Kanzow-Smale smoothing technique, we present an infeasible non-interior point continuation algorithm for monotone nonlinear complementarity problem (NCP(f)) in this paper. The algorithm solves one system of linear equations and carries out only one line search at each iteration. It is shown that the solution of NCP(f) converges globally linearly and locally quadratically without the assumption of strict complementarity on the solution.
出处
《数学研究》
CSCD
2003年第1期51-57,共7页
Journal of Mathematical Study
基金
国家自然科学基金(69972036)
陕西省自然科学基金(2001SL08)
