求解互补问题的原始对偶起作用集算法

摘要

在本文中我们得到了求解带T-单调算子的互补问题的原始对偶活跃集算法的收敛结果.当原始对偶活跃集算法求解此类互补问题时,此算法可以作为一类特殊的半光滑牛顿法.收敛结果和数值试验说明了此算法的迭代次数不超过问题未知数的个数.最终,计算结果表明此算法的可行性.%In this paper, we deal with the convergence properties of a primal-dual active set method for the complementarity problem with T-monotone operators. We prove that the primal-dual active set method can be interpreted as a specific semismooth Newton method applied to this kind of complementarity problems. The established convergence results and numerical tests imply that the iteration number of the method is bounded by the number of the unknowns. Finally, numerical results show the efficiency of the proposed method.