求解非线性加权互补问题的光滑算法

Smoothing Algorithm for Solving the Nonlinear Weighted Complementarity Problem

  • 摘要: 研究一个新的求解非线性加权互补问题的光滑算法。该算法利用一个带有权重的光滑函数, 将非线性加权互补问题等价转化成一个光滑方程组, 再利用牛顿法求解此方程组。在非奇异条件下, 证明了算法具有全局和局部二次收敛性质。数值实验结果表明算法是非常有效的。

     

    Abstract: A new smoothing algorithm is investigated for solving the nonlinear weighted complementarity problem. Based on a smoothing function with the weight, the nonlinear weighted complementarity problem is reformulated as a system of smooth nonlinear equations and then Newton method is applied to solve it. Under the nonsingularity condition, it was proved that the algorithm has the global and local quadratic convergence. Numerical experiments results demonstrated that the algorithm is very effective.

     

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