| 一种非线性互补问题的信赖域算法收敛性 |
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| 引用本文：朱铁锋.一种非线性互补问题的信赖域算法收敛性[J].计算技术与自动化,2013,(4):54-56 |
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| 中文摘要:针对非线性互补问题求解困难,利用信赖域算法,并结合极大熵函数法给出该类问题的一种新的有效算法.该算法首先利用极大熵函数将非线性互补问题转化为一个无约束最优化问题,然后应用信赖域算法来优化该问题,并在一定条件下证明该算法具有全局收敛性。数值算例表明算法的有效性。 |
| 中文关键词:非线性互补问题 信赖域算法 极大熵函数 |
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| A Convergence of Trust Region Algorithm for Nonlinear Complementary Problems |
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| Abstract:According to a class of nonlinear complementary problem’s difficult a new algorithm is proposed this algorithm combines trust region algorithm with maximum entropy function method. Firstly, the maximum entropy function is used to transform the nonlinear complementary problems into unconstrained optimization problem, Then trust region algorithm is applied to solving the unconstrained optimization problem. Lastly, global convergence is proved under certain conditions. Numerical results indicate that the method is very efficient. |
| keywords:nonlinear complementary problem trust region algorithm maximum entropy function |
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