一种基于新NCP函数的非线性互补问题的光滑牛顿法

摘要

文章首先提出一类新的光滑互补函数，在此基础上将非线性互补问题转化为与之等价的光滑方程组；其次提出了一种求解非线性互补问题的光滑牛顿法，并证明算法具有全局收敛性；最后给出了数值实验。%In this paper,we give a new NCP function.Based on the smoothing function,nonlinear complemen⁃tary problem is reformulated as a series of parameterized smooth equations.We proposed a smoothing Newton method for solving nonlinear complementary problem,and the global convergence is obtained.Preliminary nu⁃merical results are given.