数学物理学报(英文版) ›› 2004, Vol. 24 ›› Issue (3): 376-384.

• 论文 • 上一篇    下一篇

A REGULARIZATION NEWTON METHOD FOR
MIXED COMPLEMENTARITY PROBLEMS

王宜举,周厚春,王长钰   

  1. 1.Institute of Operations Research, Qufu Normal University, Rizhao 276800, China
    2. School of Mathematics and Computer Science, Nanjing Normal University, Nanjing 210097, China
    3. Department of Mathematics, Linyi Teachers College, Linyi 276005, China
  • 出版日期:2004-07-20 发布日期:2004-07-20
  • 基金资助:

    This subject is supported by the NSF of China
    (10171055,10226022) and NSF of Shandong province(Y2003A02)

A REGULARIZATION NEWTON METHOD FOR
MIXED COMPLEMENTARITY PROBLEMS

 WANG Yi-Ju, ZHOU Hou-Chun, WANG Chang-Yu   

  • Online:2004-07-20 Published:2004-07-20
  • Supported by:

    This subject is supported by the NSF of China
    (10171055,10226022) and NSF of Shandong province(Y2003A02)

摘要:

In this paper, a regularization Newton method for mixed complementarity
problem(MCP) based on the reformulation of MCP in [1] is proposed. Its global convergence
is proved under the assumption that F is a P0-function. The main feature of our
algorithm is that a priori of the existence of an accumulation point for convergence need
not to be assumed.

Abstract:

In this paper, a regularization Newton method for mixed complementarity
problem(MCP) based on the reformulation of MCP in [1] is proposed. Its global convergence
is proved under the assumption that F is a P0-function. The main feature of our
algorithm is that a priori of the existence of an accumulation point for convergence need
not to be assumed.

Key words: Regularization, Newton method;global convergence;super-linear convergence

中图分类号: 

  • 90C33