A globally derivative-free descent method for nonlinear complementarity problems
文献类型：期刊论文
| 作者 | Qi, HD; Zhang, YZ |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2000-05-01 |
| 卷号 | 18期号:3页码:251-264 |
| 关键词 | complementarity problem NCP-function unconstrained minimization method derivative-free descent method |
| ISSN号 | 0254-9409 |
| 英文摘要 | Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we reformulate nonlinear complementarity problem (NCP for short) as an equivalent unconstrained optimization problem, for which we propose a derivative-free descent method in monotone case. We show its global convergence under some mild conditions. If F, the function involved in NCP, is R-0-function, the optimization problem has bounded level sets. A local property of the merit function is discussed. Finally, we report some numerical results. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000088027900003 |
| 出版者 | VSP BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15397]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.QuFu Normal Univ, Inst Operat Res, Shandong 273165, Peoples R China |
| 推荐引用方式 GB/T 7714 | Qi, HD,Zhang, YZ. A globally derivative-free descent method for nonlinear complementarity problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2000,18(3):251-264. |
| APA | Qi, HD,&Zhang, YZ.(2000).A globally derivative-free descent method for nonlinear complementarity problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,18(3),251-264. |
| MLA | Qi, HD,et al."A globally derivative-free descent method for nonlinear complementarity problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 18.3(2000):251-264. |
入库方式： OAI收割
来源：数学与系统科学研究院
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