首页> 外文期刊>Journal of Computational Mathematics >A GLOBALLY DERIVATIVE-FREE DESCENT METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS
【24h】

A GLOBALLY DERIVATIVE-FREE DESCENT METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

机译:非线性互补问题的一种全局导数无下沉方法

获取原文
获取原文并翻译 | 示例

摘要

Based on a class of functions, which generalize the squared Fischer-Burmeister NCP function and have many desirable properties as the latter function has, we Reformulate nonlinear complementarity problem (NCP for short) as an equivalent Unconstrained optimization problem, for which we propose a derivative-free de- Scent method in monotone case. We show its global convergence under some mild Conditions. If F, the function involved in NCP, is R_0-function, the optimization Problem has bounded level sets. A local property of the merit function is discussed. Finally, we report some numerical results.
机译:基于一类函数,该函数泛化了Fischer-Burmeister平方的NCP函数,并具有与后者函数相同的许多理想性质,我们将非线性互补问题(简称NCP)重新拟定为等效的无约束优化问题,为此我们提出了一个导数。单调情况下的免费除臭方法。我们显示了在某些温和条件下其全球收敛性。如果F(NCP中涉及的函数)是R_0-函数,则优化问题具有有界的水平集。讨论了价值函数的局部属性。最后,我们报告一些数值结果。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号