中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Superlinear/quadratic one-step smoothing newton method for P-0-NCP

文献类型:期刊论文

作者Zhang, LP; Han, JY; Huang, ZH
刊名ACTA MATHEMATICA SINICA-ENGLISH SERIES
出版日期2005
卷号21期号:1页码:117-128
关键词non-linear complementarity problems smoothing Newton method superlinear/quadratic convergence
ISSN号1439-8516
DOI10.1007/s10114-004-0412-5
英文摘要We propose a one-step smoothing Newton method for solving the non-linear complementarity problem with P-o-function (P-o-NCP) based on the smoothing symmetric perturbed Fisher function (for short, denoted as the SSPF-function). The proposed algorithm has to solve only one linear system of equations and performs only one line search per iteration. Without requiring any strict complementarity assumption at the P-o-NCP solution, we show that the proposed algorithm converges globally and superlinearly under mild conditions. Furthermore, the algorithm has local quadratic convergence under suitable conditions. The main feature of our global convergence results is that we do not assume a priori the existence of an accumulation point. Compared to the previous literatures, our algorithm has stronger convergence results under weaker conditions.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000227645200012
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/2102]  
专题中国科学院数学与系统科学研究院
通讯作者Zhang, LP
作者单位1.Tsinghua Univ, Dept Math Sci, Beijing 100084, Peoples R China
2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Zhang, LP,Han, JY,Huang, ZH. Superlinear/quadratic one-step smoothing newton method for P-0-NCP[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2005,21(1):117-128.
APA Zhang, LP,Han, JY,&Huang, ZH.(2005).Superlinear/quadratic one-step smoothing newton method for P-0-NCP.ACTA MATHEMATICA SINICA-ENGLISH SERIES,21(1),117-128.
MLA Zhang, LP,et al."Superlinear/quadratic one-step smoothing newton method for P-0-NCP".ACTA MATHEMATICA SINICA-ENGLISH SERIES 21.1(2005):117-128.

入库方式: OAI收割

来源:数学与系统科学研究院

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