混合互补问题牛顿型算法的二阶收敛性

Abstract

Abstract:

In convex programming theory, a constrained optimization problem, by KT conditions, is usually converted into a mixed nonlinear complementarily problem. According to regular solution and general solution, we in the paper describe and establish a sufficient condition under which the Newton-type algorithm possesses quadratic convergence property when it is applied to solving mix-complementarity problems. In addition, we also show that, when the stepsize is suitably chosen, the inexact Newton's method and the discrete Newton's method converge quadratically.

Key words:

Ｍｉｘｃｏｍｐｌｅｍｅｎｔａｒｉｔｙｐｒｏｂｌｅｍｓ, Ｎｅｗｔｏｎｔｙｐｅ, Ｑｕａｄｒａｔｉｃｃｏｎｖｅｒｇｅｎｃｅ．

CLC Number:

Ma Changfeng Chen Xinmei. Quadratic Convergence of Newton-type Algorithms for Mix-complementarity Problems[J].Acta mathematica scientia,Series A, 2000, 20(2): 145-151.

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Quadratic Convergence of Newton-type Algorithms for Mix-complementarity Problems

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