带有P0函数的非线性互补问题的一个新的非内点连续算法

Acta mathematica scientia,Series A ›› 2011, Vol. 31 ›› Issue (1): 229-238.

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A New Non-interior-point Continuation Method for Nonlinear Complementarity Problem with P₀-function

FANG Liang^1,2, HE Guo-Ping^2,3, WANG Yong-Li³

1.College of Mathematics and System Science, Taishan University, Shandong Tai'an 271021|2.Department of Mathematics, Shanghai Jiaotong University, Shanghai 200240|3.College of Information Science and Engineering, Shandong University of Science and Technology, Shandong Qingdao 266510266510

Received:2008-12-11 Revised:2009-12-29 Online:2011-02-25 Published:2011-02-25
Supported by:
国家自然科学基金(10571109, 10971122)和山东省自然科学基金(Y2008A01)资助规划常规性课题(06CGYJ21YBQ)资助

Abstract

Abstract:

In this paper, nonlinear complementarity problem with $P_0$-function is studied. Based on a new smoothing function,the problem is approximated by a family of parameterized smooth equations and a new non-interior-point continuation method is presented for solving it. At each iteration, the proposed algorithm only need to solve a system of linear equations and perform only one Armijo-type line search. The algorithm is proved to be globally as well as locally superlinearly convergent without strict complementarity. Moreover, the quadratic convergence rate can be achieved under mild conditions. Numerical experiments demonstrate the feasibility and efficiency of the new algorithm.

Key words: Nonlinear complementarity, Non-interior-point continuation method, P₀-function, Coerciveness, Global
convergence

CLC Number:

90C25

FANG Liang, HE Guo-Ping, WANG Yong-Li. A New Non-interior-point Continuation Method for Nonlinear Complementarity Problem with P₀-function[J].Acta mathematica scientia,Series A, 2011, 31(1): 229-238.

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A New Non-interior-point Continuation Method for Nonlinear Complementarity Problem with P₀-function

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A New Non-interior-point Continuation Method for Nonlinear Complementarity Problem with P0-function

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A New Non-interior-point Continuation Method for Nonlinear Complementarity Problem with P₀-function