求解P0-NCP的一步光滑牛顿法
One-step Smoothing Newton Method for Solving Complementarity Problem with P0-NCP
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摘要: 在将非线性互补问题转化为求解非光滑方程组的基础上, 利用一个新的光滑NCP函数, 构造新的价值函数, 建立了求解P0函数的一步光滑牛顿法。在一定的条件下, 证明了该算法的全局收敛性。数值实验表明该算法是有效的。Abstract: A nonlinear complementarity problem(denoted by(NCP(F))) can be reformulated as a nonsmooth equation.Based on a new smoothing function, the problem is approximated by a new smooth equation.The authors present a one-step smoothing Newton method for solving complementarity problem with P0-function.The algorithm is proved to be convergent globally.Some numerical results show that this method is effective.
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