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非线性互补问题的L1模算法
A LI-NORM-TYRE ALGORITHM FOR THE NONLINEAR COMPLEMENTARITY PROBLEMS
【摘要】 <正> 非线性互补问题(记作NCP(F))定义为求x∈Rn,满足X≥0,F(x)≥0且XгF(x)=0。其中F:Rn→Rn。本文假设F(x)是一阶连续可微的。 引人映射H:Rn→Rn,其中H的第i个分量Hi(x)=min(xi,Fi(x))及其L1模函数 θ(x)=sum from i=1 to n |min(xi,Fi(x)|设全集I={1,2,…,n},定义其子集: If(x)={i|Fi(x)<xi}, I(x)={i|Fi(x)<xi>0}, I(x)={i|Fi(x)=xi},If(x)={i|Fi(x)<xi<0} Ix={i|xi<Fi(x)},If(x)={i|Fi(x)<xi=0。其余子集I+(x),I-(x),I0(x),I+(x),Ix-(x),I0x(x)定义同上。 又记Jf(x)=I\If(x),定义Z:Rn×Rn→R,z(x,d)=sum from i=1 to n Zi(x,d),其中
【Abstract】 Nonlinear complementarity problems, denoted by NCP(F), play an important role in mathematical programming and some practical problems. In this paper, we present an iterative method for solving the nonlinear complementarity problems and prove its convergence. This L1-norm-type method can start with an arbitrary initial vector, and each iteration step consists essentially of the computation of F(x) and solving a linear programming only.
- 【文献出处】 高等学校计算数学学报 ,Numerical Mathematics A Journal of Chinese Universities , 编辑部邮箱 ,1995年04期
- 【分类号】O221
- 【被引频次】1
- 【下载频次】28