非线性互补问题可以等价地转换为光滑方程组来求解.基于一种新的非单调线搜索准则,提出了求解非线性互补问题等价光滑方程组的一类新的非单调光滑Broyden—like算法.在适当的假设条件下,证明了该算法的全局收敛性与局部超线性收敛性.数值实验表明所提出的算法是有效的.
The nonlinear complementarity problems can reformulated as a smoothing system of e- quations. By using a new nonmonotone line search, a new nonmonotone smoothing Broyden- like algorithm is presented for solving nonlinear complementarity problems. The global and local superlinear convergence of the proposed algorithm are proved under suitable condition- s. Some numerical examples are given to illustrate the performance and efficiency of the presented algorithm.