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混合互补问题的逐次逼近算法

A Successive Approximation Algorithm for Mix Complementarity Problems
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摘要 针对混合互补问题 ,提出了与其等价的非光滑方程的逐次逼近算法 ,并在一定条件下证明了该算法的全局收敛性 . In this paper, we present a successive ap pr oximation algorithm for mix complementarity problems based on its equivalent non -smooth equations. Under suitable conditions, we get the global convergence of the algorithm. some numerical results are also reported in the paper.
出处 《数学的实践与认识》 CSCD 北大核心 2002年第5期769-773,共5页 Mathematics in Practice and Theory
基金 湖南省自然科学基金资助项目 (98JJY2 0 5 3 )
关键词 混合互补问题 逐次逼近 全局收敛性 mix complementarity problems successiv e approximation global convergence
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参考文献6

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