水平线性互补问题的一种非精确光滑牛顿算法
An Inexact Smooth Newton Algorithm for Monotone Horizontal Linear Complementarity Problem
安梦瑶 1芮绍平1
作者信息
- 1. 淮北师范大学数学科学学院,安徽 淮北 235000
- 折叠
摘要
为了提高求解水平线性互补问题的效率,本文利用一种光滑函数,将水平线性互补问题转化为与之等价的光滑方程组,采用非精确牛顿法求解该方程组,得到了水平线性互补问题的一种非精确光滑牛顿算法.在适当的条件下证明了该算法的适定性和局部二阶收敛性,数值实验表明该算法稳定有效.
Abstract
In order to improve the efficiency of solving horizontal linear complementarity problems,this paper uses smooth functions to transform the problem into an equivalent smooth equation system.An inexact Newton method is employed to solve the equation system,and an inexact smooth Newton algorithm for solving horizontal linear complementarity problems is obtained.Under certain appropriate conditions,it is proved that the algorithm has adaptability and locally quadratic convergence.Numerical results show that the algorithm is effective.
关键词
水平线性互补问题/非精确牛顿法/全局收敛/局部二阶收敛Key words
horizontal linear complementarity problem/inexact Newton method/global convergence/locally quadratic convergence引用本文复制引用
出版年
2024
NETL
NSTL
万方数据