数学季刊 ›› 2007, Vol. 22 ›› Issue (4): 558-566.

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一类非线性互补问题的信赖域算法

  

  1. Department of Mathematics,Hainan University,Haikou 570228,China
  • 收稿日期:2004-09-14 出版日期:2007-12-30 发布日期:2023-10-20
  • 作者简介:OU Yi-gui(1965-), male, native of Zhongxiang, Hubei, a professor of Hainan University, Ph.D., engages in theory and algorithm on optimization.
  • 基金资助:
     Supported by the Natural Science Foundation of Hainan Province(80552);

Trust Region Algorithm for a Class of Nonlinear Complementarity Problem

  1. Department of Mathematics,Hainan University,Haikou 570228,China
  • Received:2004-09-14 Online:2007-12-30 Published:2023-10-20
  • About author:OU Yi-gui(1965-), male, native of Zhongxiang, Hubei, a professor of Hainan University, Ph.D., engages in theory and algorithm on optimization.
  • Supported by:
     Supported by the Natural Science Foundation of Hainan Province(80552);

摘要: In this paper,an ODE-type trust region algorithm for solving a class of nonlinear complementarity problems is proposed.A feature of this algorithm is that only the solution of linear systems of equations is required at each iteration,thus avoiding the need for solving a quadratic subproblem with a trust region bound.Under some conditions,it is proven that this algorithm is globally and locally superlinear convergent.The limited numerical examples show its efficiency.

关键词:  , nonlinear complementarity problems, ODE methods, trust region methods, Fischer-Burmeister , function

Abstract: In this paper,an ODE-type trust region algorithm for solving a class of nonlinear complementarity problems is proposed.A feature of this algorithm is that only the solution of linear systems of equations is required at each iteration,thus avoiding the need for solving a quadratic subproblem with a trust region bound.Under some conditions,it is proven that this algorithm is globally and locally superlinear convergent.The limited numerical examples show its efficiency.

Key words:  , nonlinear complementarity problems, ODE methods, trust region methods, Fischer-Burmeister , function

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