解非线性互补问题的非精确正则化算法-《集美大学学报（自然科学版）》

文章信息/Info

Title:: An Inexact Regularization Algorithm for Solving Nonlinear Complementarity Problems

Author(s):: DING Xiaomei; WANG Ping; (Department of Mathematics and Computational Science,Wuyi University,Wuyishan 354300,China)

Keywords:: nonlinear complementarity problem; global convergence; local superlinear convergence; inexact regularization algorithm

摘要:: 构造一个新的光滑逼近函数，通过该函数将非线性互补问题转化为与之等价的方程组问题。建立解该方程组的非精确正则化算法，在该算法中光滑参数与正则参数为彼此独立的变量，且可以通过解线性方程组很快得到。并在较弱的条件下证明了该正则算法的全局收敛性和局部超线性收敛性。

Abstract:: A new smoothing approximation function was constructed to transform the nonlinear complementarity problem into an equivalent system of equations.The inexact regularization algorithm for solving this system of equations was established.And in this algorithm,the smooth parameters and regular parameters were independent.Thus,the solution of the original nonlinear complementarity problem was obtained and the global and local convergence of this method were proved under weak conditions.