| 非线性互补问题的一种改进Derivative-free下降方法 |
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| 引用本文： | 于桃艳,刘三阳,叶开文.非线性互补问题的一种改进Derivative-free下降方法[J].长春光学精密机械学院学报,2012(3):97-101. |
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| 作者姓名： | 于桃艳 刘三阳 叶开文 |
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| 作者单位： | 西安电子科技大学理学院,西安710071 |
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| 基金项目： | 国家自然科学基金项目（60974082） |
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| 摘 要： | 提出了一种改进的用于求解非线性互补问题Derivative-free下降方法,其搜索方向为罚Fischer-Burmeister函数非负偏导数的凸组合,搜索策略为一类新的非单调搜索。证明了该算法具有全局收敛性,与传统的Derivative-free下降方法相比,提高了收敛速率,减少了迭代次数。
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| 关 键 词： | 非线性互补问题 改进Derivative-free下降方法 全局收敛性 迭代次数 |
A modified Derivative-free Descent Method for Solving Nonlinear Complementarity Problems |
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| YU Taoyan,LIU Sanyang,YE Kaiwen.A modified Derivative-free Descent Method for Solving Nonlinear Complementarity Problems[J].Journal of Changchun Institute of Optics and Fine Mechanics,2012(3):97-101. |
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| Authors: | YU Taoyan LIU Sanyang YE Kaiwen |
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| Affiliation: | (School of Science,Xidian University,Xi’an 710071) |
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| Abstract: | A modified Derivative-free descent method for solving nonlinear complementarity problems is proposed,its search direction is convex combination of penalized Fischer – Burmeister function,and search strategy is novel non-monotone linear strategy.Global convergence of the algorithm has been proved,compared with the traditional Derivative-free descent method,the convergence rate is improved and the number of iterations is reduced. |
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| Keywords: | nonlinear complementarity problems modified Derivative-flee descent method global convergence thenumber of iterations |
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