基于广义Fischer-Burmeister函数,在本文我们提出了求解互补问题的一族非单调光滑牛顿法.该方法的全局和局部收敛性在理想情况下得到了证明,并且也给出了实验结果.
In this paper, based on the generalized Fischer-Burmeister function, we propose non-monotone smoothing Newton method for solving the complementarity problem. Global and local convergence of our method are established under reasonable conditions. The preliminary numerical results are also reported.