| 求解非线性互补问题的一个无导数下降算法 |
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| 引用本文： | 田亚娟,马昌凤,何郁波.求解非线性互补问题的一个无导数下降算法[J].桂林电子工业学院学报,2006,26(1):68-71. |
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| 作者姓名： | 田亚娟 马昌凤 何郁波 |
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| 作者单位： | 桂林电子工业学院计算科学与数学系,广西桂林541004 |
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| 基金项目： | 广西自然科学基金项目（0448075） |
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| 摘 要： | 在实际求解过程中，一些非线性互补问题没有导数或很难获得导数，因此提出了无导数下降算法。通过讨论了非线性互补问题在经过价值函数的极小化变形之后的解决方法，提出求解非线性互补问题的一个无导数下降算法，在一定条件下证明了该算法的适定性及收敛性，利用数值例子表明了算法是有效的。
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| 关 键 词： | 非线性互补问题 价值函数 下降算法 收敛性 |
| 文章编号： | 1001-7437（2006）01-0068-05 |
| 收稿时间： | 2005-10-25 |
Derivative-free Descent Algorithm for Solving Nonlinear Complementarity Problem |
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| TIAN Ya-juan, MA Chang-feng, HE YU-bo.Derivative-free Descent Algorithm for Solving Nonlinear Complementarity Problem[J].Journal of Guilin Institute of Electronic Technology,2006,26(1):68-71. |
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| Authors: | TIAN Ya-juan MA Chang-feng HE YU-bo |
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| Affiliation: | Dept, of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin 541004,China |
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| Abstract: | In response to the problem that some NCPs have no derivatives or there are difficulties for them to obtain derivatives. Derivative-free methods are hence proposed. In this paper, we first discuss the method for solving nonlinear complementarity problem with the equivalent formulation of minimization based on merit function. And then give a derivative-free descent algorithm for solving nonlinear complementarity problem with its well-definition and convergence proved . The example demonstrates the validity of this algorithm. |
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| Keywords: | nonlinear complementarity problem merit function descent algorithm convergence |
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