【摘要】 非线性互补问题(NCP)可转化为等价的非光滑方程组。基于光滑化的思想,引入一个新光滑化函数,将此非光滑方程近似为一簇参数化的光滑方程。利用一个光滑化牛顿算法求解这簇光滑方程,而间接得到NCP的解。在一定的条件下,证明该算法产生的序列全局收敛且局部二次收敛到NCP的解。更多还原

【Abstract】 The nonlinear complementarity problem(denoted by NCP) can be reformulated as a nonsmooth system of equations.Based on smoothing ideas,the nonsmooth equation is approximated by a family of parameterized smooth equations by introducing a new smoothing function.A smoothing Newton method is proposed for the solution of the parameterized smooth equations.Under appropriate assumptions,it is proved that the algorithmic sequence globally and quadratically converges to a solution of NCP.更多还原