A smoothing conjugate gradient algorithm for nonlinear complementarity problems

被引：0
|
作者：
Caiying Wu
Guoqing Chen
机构：
[1] Inner Mongolia University,College of Mathematics Science
来源：
Journal of Systems Science and Systems Engineering | 2008年 / 17卷
关键词：
Nonlinear complementarity; conjugate gradient; global convergence; Fischer-Burmeister function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A PRP-type smoothing conjugate gradient method for solving large scale nonlinear complementarity problems (NCP( F )) is proposed. At each iteration, two Armijo line searches are performed, which guarantees the positive property of the smoothing parameter and minimizes the merit function formed by Fischer-Burmeister function, respectively. Global convergence is studied when F: Rn → Rn is a continuously differentiable P0+R0 function. Numerical results show that the method is efficient.
引用
收藏
页码：460 / 472
页数：12
相关论文
共 50 条
  • [1] A SMOOTHING CONJUGATE GRADIENT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS
    Caiying WU~1 Guoqing CHEN~2 1 College of Mathematics Science
    [J]. Journal of Systems Science and Systems Engineering, 2008, 17 (04) : 460 - 472
  • [2] A SMOOTHING CONJUGATE GRADIENT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS
    Wu, Caiying
    Chen, Guoqing
    [J]. JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2008, 17 (04) : 460 - 472
  • [3] A New Smoothing Conjugate Gradient Method for Solving Nonlinear Nonsmooth Complementarity Problems
    Chu, Ajie
    Du, Shouqiang
    Su, Yixiao
    [J]. ALGORITHMS, 2015, 8 (04): : 1195 - 1209
  • [4] A NEW SMOOTHING SPECTRAL CONJUGATE GRADIENT METHOD FOR SOLVING TENSOR COMPLEMENTARITY PROBLEMS
    Lv, Shichun
    Du, Shou-qiang
    [J]. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2022, 18 (06) : 4111 - 4127
  • [5] A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
    Hu, Sheng-Long
    Huang, Zheng-Hai
    Wang, Ping
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2009, 24 (03): : 447 - 460
  • [6] Two kinds of Conjugate Gradient Methods for Solving NonLinear Complementarity Problems
    Chu, Ajie
    Du, Shouqiang
    Su, Yixiao
    [J]. 2015 CHINESE AUTOMATION CONGRESS (CAC), 2015, : 108 - 114
  • [7] Smoothing Methods for Nonlinear Complementarity Problems
    Haddou, Mounir
    Maheux, Patrick
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2014, 160 (03) : 711 - 729
  • [8] Smoothing Methods for Nonlinear Complementarity Problems
    Mounir Haddou
    Patrick Maheux
    [J]. Journal of Optimization Theory and Applications, 2014, 160 : 711 - 729
  • [9] A Smoothing Newton method for Nonlinear Complementarity Problems
    Feng, Ning
    Tian, Zhi-yuan
    Qu, Xin-lei
    [J]. SENSORS, MEASUREMENT AND INTELLIGENT MATERIALS II, PTS 1 AND 2, 2014, 475-476 : 1090 - 1093
  • [10] Jacobian smoothing methods for nonlinear complementarity problems
    Kanzow, C
    Pieper, H
    [J]. SIAM JOURNAL ON OPTIMIZATION, 1999, 9 (02) : 342 - 373
12345