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一种求解非线性互补问题的方法及其收敛性

屈彪,王长钰,张树霞,   

  1. 北京交通大学应用数学系,曲阜师范大学运筹学研究所,华东师范大学数学系 北京 100044;曲阜师范大学运筹学研究所,山东 276826,山东 276826,上海 200062;解放军镇江船艇学院船艇指挥系,镇江 212003
  • 出版日期:2006-03-14 发布日期:2006-03-14

屈彪,王长钰,张树霞,. 一种求解非线性互补问题的方法及其收敛性[J]. 计算数学, 2006, 28(3): 247-258.

A METHOD FOR SOLVING NONLINEAR COMPLEMENTARITY PROBLEMS AND ITS CONVERGENCE PROPERTIES

  1. Qu Biao (Department of Applied Mathematics,Beijing Jiaotong University,Beijing 100044,China;Institute of Operations Research,Qufu Normal University,Shandong 276826,China) Wang Changyu (Institute of Operations Research,Qufu Normal University,Shandong 276826,China) Zhang Shuxia (Department of Mathematics,East China Normal University,Shanghai,200062,China;Department of Watercraft Command,Zhenjiang Watercraft College,Zhenjiang,212003,China)
  • Online:2006-03-14 Published:2006-03-14
本文将Newton方法和外梯度方法相结合,提出了一种求解非线性互补问题的方法,证明了此方法的全局收敛性和超线性收敛性,在适当的条件下给出了一个有限终止结果。数值实验表明,此方法是有效的。
In this paper,we establish a method for the solution of nonlinear comple- mentarity problem.This method is a combination of Newton method and the extragradient method.It is shown that this method is globally and superlineraly convergent.Furthermore,under appropriate conditions,we give a finite termi- nation result.Preliminary numerical results show that the proposed method is promising.
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