首页> 中文期刊> 《高校应用数学学报B辑》 >Merit functions for nonsmooth complementarity problems and related descent algorithm

Merit functions for nonsmooth complementarity problems and related descent algorithm

         

摘要

Under some assumptions, the solution set of a nonlinear complementarity problem coincides with the set of local minima of the corresponding minimization problem. This paper uses a family of new merit functions to deal with nonlinear complementarity problem where the underlying function is assumed to be a continuous but not necessarily locally Lipschitzian map and gives a descent algorithm for solving the nonsmooth continuous complementarity problems. In addition, the global convergence of the derivative free descent algorithm is also proved.

著录项

  • 来源
    《高校应用数学学报B辑》 |2010年第1期|78-84|共7页
  • 作者

    DU Shou--qiang; GAO Yan;

  • 作者单位

    School of Management University of Shanghai for Science and Technology Shanghai 200093 China;

    College of Mathematics Qingdao University Qingdao 266071 China;

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  • 正文语种 chi
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