A SMOOTHING CONJUGATE GRADIENT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEMS

作者：Wu Caiying^*; Chen Guoqing

来源：Journal of Systems Science and Systems Engineering, 2008, 17(4): 460-472.

DOI：10.1007/s11518-008-5091-9

• Nonlinear complementarity
• conjugate gradient
• global convergence
• Fischer-Burmeister function

A PRP-type smoothing conjugate gradient method for solving large scale nonlinear complementarity problems (NCP(F)) is proposed. At each iteration, two Armijo line searches are performed, which guarantees the positive property of the smoothing parameter and minimizes the merit function formed by Fischer-Burmeister function, respectively. Global convergence is studied when F: R(n) -> R(n) is a continuously differentiable P(0) + R(0) function. Numerical results show that the method is efficient.

• 出版日期2008-12
• 单位内蒙古大学