【作者】 周潜；

【导师】 欧宜贵；

【作者基本信息】 海南大学 ， 应用数学， 2011， 硕士

【摘要】 结合信赖域技术和ODE型方法,本文提出了一个求解非线性互补问题的混合算法,该方法在每一步迭代过程中仅需求解一线性方程组系统,从而避免了求解带信赖域界的二次规划子问题,并在F为P_O函数的假设下,得到了它的全局收敛性与超线性收敛性,数值实验表明,该算法可行、有效。更多还原

【Abstract】 This paper presents a new hybrid method for solving nonlinear complementarity problem with P0-functions.It can be regarded as a combination of smoothing trust region method with ODE-based method.A feature of the proposed algorithm is that at each iteration,a linear system is only solved once to obtain a trial step,thus avoiding solving a trust region subproblem.Under some conditions, the method is proven to be globally and superlinearly convergent. Preliminary numerical results indicate that the proposed method is promising.更多还原