| 非线性互补问题的罚函数法 |
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| 引用本文： | 何郁波,马昌凤,田亚娟.非线性互补问题的罚函数法[J].桂林电子工业学院学报,2005,25(6):61-63. |
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| 作者姓名： | 何郁波 马昌凤 田亚娟 |
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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： | 广西自然科学基金资助（0448075）. |
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| 摘 要： | 将非线性互补问题转化为带约束的优化问题，在已有的利用罚函数方法求解约束化优化问题的基础上，提出了利用惩罚函数方法来求解非线性互补问题的算法。并利用惩罚函数的单调性质证明了算法的全局收敛性。最后得出的数值试验表明了算法良好的适定性和强收敛性质。
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| 关 键 词： | 非线性互补问题 罚函数 收敛 |
| 文章编号： | 1001-7437（2005）06-61-03 |
| 收稿时间： | 2005-06-03 |
Penalty Function for the Nonlinear Complementarity Problem |
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| HE Yu-bo, MA Chang-feng, TIAN Ya-juan.Penalty Function for the Nonlinear Complementarity Problem[J].Journal of Guilin Institute of Electronic Technology,2005,25(6):61-63. |
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| Authors: | HE Yu-bo MA Chang-feng TIAN Ya-juan |
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| Affiliation: | Dept. of Computing Science and Mathematics, Guilin 541004, China |
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| Abstract: | In this paper, we first discuss the question of converting the nonlinear complementarity problems to the constrained optimization, then make an examination into penalty function which we introduce for solving constrained optimization arising from the nonlinear complementarity problems at the base of solving constrained optimization with existing penalty function. To prove the convergence of the algorithm, a numerical example is given to illustrate the method. |
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| Keywords: | penalty function nonlinear complementarity problem convergence |
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