求解广义线性互补问题的光滑牛顿法

数学季刊 ›› 2012, Vol. 27 ›› Issue (3): 439-446.

求解广义线性互补问题的光滑牛顿法

School of Mathematics and Computer Science, Fujian Normal University

收稿日期:2011-05-23 出版日期:2012-09-30 发布日期:2023-03-24
作者简介:TANG Jia(1983-), female, native of Xiangtan, Hunan, a lecturer of Fujian Normal University, Ph.D., engages in optimization theory and application.
基金资助:
Supported by the NNSF of China(11071041,11171257)

The Smoothing Newton Method for Solving the Extended Linear Complementarity Problem

School of Mathematics and Computer Science, Fujian Normal University

Received:2011-05-23 Online:2012-09-30 Published:2023-03-24
About author:TANG Jia(1983-), female, native of Xiangtan, Hunan, a lecturer of Fujian Normal University, Ph.D., engages in optimization theory and application.
Supported by:
Supported by the NNSF of China(11071041,11171257)

摘要/Abstract

摘要： The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is designed for solving the ELCP. The proposed algorithm is proved to be globally convergent under suitable assumptions.

关键词: extended linear complementarity problem, smoothing Newton method, global convergence

Abstract: The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is designed for solving the ELCP. The proposed algorithm is proved to be globally convergent under suitable assumptions.

Key words: extended linear complementarity problem, smoothing Newton method, global convergence

中图分类号:

O224

唐嘉, 马昌凤. 求解广义线性互补问题的光滑牛顿法[J]. 数学季刊, 2012, 27(3): 439-446.

TANG Jia, MA Chang-feng. The Smoothing Newton Method for Solving the Extended Linear Complementarity Problem[J]. Chinese Quarterly Journal of Mathematics, 2012, 27(3): 439-446.