A NEW NON-INTERIOR CONTINUATION METHOD FOR P0-NCP BASED ON A SSPM-FUNCTION

被引：0

作者：

Fang, Liang ^{[1
]}

机构：

[1] Taishan Univ, Coll Math & Syst Sci, Tai An 271021, Shandong, Peoples R China

来源：

APPLICATIONS OF MATHEMATICS | 2011年 / 56卷 / 04期

关键词：

non-interior continuation method; nonlinear complementarity; P-0-function; coercivity; quadratic convergence; NONLINEAR COMPLEMENTARITY-PROBLEMS; ALGORITHMS; CONVERGENCE; SMOOTH;

D O I：

10.1007/s10492-011-0022-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider a new non-interior continuation method for the solution of nonlinear complementarity problem with P-0-function (P-0-NCP). The proposed algorithm is based on a smoothing symmetric perturbed minimum function (SSPM-function), and one only needs to solve one system of linear equations and to perform only one Armijo-type line search at each iteration. The method is proved to possess global and local convergence under weaker conditions. Preliminary numerical results indicate that the algorithm is effective.

引用

页码：389 / 403

页数：15

共 16 条

[1]

[Anonymous], 2003, SPRINGER SERIES OPER, DOI DOI 10.1007/978-0-387-21815-16

[2]

[Anonymous], 1990, OPTIMIZATION NONSMOO

[3] Smooth approximations to nonlinear complementarity problems [J].

Chen, BT ;

Harker, PT .

SIAM JOURNAL ON OPTIMIZATION, 1997, 7 (02) :403-420

[4] A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions [J].

Chen, BT ;

Xiu, NH .

SIAM JOURNAL ON OPTIMIZATION, 1999, 9 (03) :605-623

[5] A global and local superlinear continuation-smoothing method for P0 and R0 NCP or monotone NCP [J].

Chen, BT ;

Chen, XJ .

SIAM JOURNAL ON OPTIMIZATION, 1999, 9 (03) :624-645

[6]

Ferris M.C., 2001, Complementarity: Applications, Algorithms and Extensions

[7] Engineering and economic applications of complementarity problems [J].

Ferris, MC ;

Pang, JS .

SIAM REVIEW, 1997, 39 (04) :669-713

[8] FINITE-DIMENSIONAL VARIATIONAL INEQUALITY AND NONLINEAR COMPLEMENTARITY-PROBLEMS - A SURVEY OF THEORY, ALGORITHMS AND APPLICATIONS [J].

HARKER, PT ;

PANG, JS .

MATHEMATICAL PROGRAMMING, 1990, 48 (02) :161-220

[9]

JIANG H, 1997, SMOOTHED FISCHER BUR

[10] SEMI-SMOOTH AND SEMI-CONVEX FUNCTIONS IN CONSTRAINED OPTIMIZATION [J].

MIFFLIN, R .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1977, 15 (06) :959-972

← 1 2 →