对称锥权互补问题的正则化非单调非精确光滑牛顿法
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迟晓妮,曾荣,刘三阳,朱志斌
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A Regularized Nonmonotone Inexact Smoothing Newton Algorithm for Weighted Symmetric Cone Complementarity Problems
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Xiaoni Chi,Rong Zeng,Sanyang Liu,Zhibin Zhu
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表 1 三种算法求解二阶锥权互补问题的数值结果
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| Algorithm 4.1 | | Grippo's method | | Zhang-Hager's method | | n | ACPU | AIter | | ACPU | AIter | | ACPU | AIter | | 100 | 0.0077 | 4.86 | | 0.0097 | 4.96 | | 0.0080 | 4.94 | | 200 | 0.0327 | 5.08 | | 0.0340 | 5.16 | | 0.0353 | 5.26 | | 300 | 0.0967 | 6.00 | | 0.0997 | 6.00 | | 0.0995 | 6.00 | | 400 | 0.2683 | 6.00 | | 0.2763 | 6.00 | | 0.2835 | 6.00 | | 500 | 0.4576 | 6.00 | | 0.4810 | 6.02 | | 0.4757 | 6.02 | | 600 | 0.7771 | 6.50 | | 0.7824 | 6.58 | | 0.9503 | 6.66 | | 700 | 1.2112 | 7.00 | | 1.2178 | 7.00 | | 1.5006 | 7.00 | | 800 | 1.6096 | 7.00 | | 1.6162 | 7.00 | | 1.7667 | 7.00 |
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