A SMOOTHING CONJUGATE GRADIENT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS-中国期刊网

摘要 APRP-typesmoothingconjugategradientmethodforsolvinglargescalenonlinearcomplementarityproblems(NCP(F))isproposed.Ateachiteration,twoArmijolinesearchesareperformed,whichguaranteesthepositivepropertyofthesmoothingparameterandminimizesthemeritfunctionformedbyFischer-Burmeisterfunction,respectively.GlobalconvergenceisstudiedwhenF:R~n→R~nisacontinuouslydifferentiableP_0+R_0function.Numericalresultsshowthatthemethodisefficient.

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A SMOOTHING CONJUGATE GRADIENT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS

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A SMOOTHING CONJUGATE GRADIENT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS

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