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Affiliation of Author(s):

理学院

Journal:

Journal of Applied Mathematics and Computing

Key Words:

中文关键字：广义互补问题；Broyden-like光滑法；非单调性；全局收敛；超线性(二次)收敛，英文关键字：Generalized nonlinear complementarity problem;Smoo

Abstract:

Based on a new symmetrically perturbed smoothing function, the generalized nonlinear complementarity problem defined on a polyhedral cone is reformulated as a system of smoothing equations. Then we suggest a new nonmonotone derivativefree line search and combine it into the smoothing Broyden-like method. The proposed algorithm contains the usual monotone line search as a special case and can overcome the difficult of smoothing Newton methods in solving the smooth equations to some extent. Under mild conditions, we prove that the proposed algorithm has global and local superlinear convergence. Furthermore, the algorithm is locally quadratically convergent under suitable assumptions. Preliminary numerical results are also reported.

Note:

郑秀云

First Author:

yinqingyan,yangwei,shijiarong,zhengxiuyun

Indexed by:

Journal paper

Volume:

卷：

Issue:

期：

Page Number:

页：1-19

Translation or Not:

no

Date of Publication:

2016-04-01