運用廣義FB函數的平滑牛頓法解混合型互補問題
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2009
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Abstract
我們提出廣義FB函數的一個平滑逼近，這裡的廣義FB函數將二次範數的FB函數推廣成p次範數(p大於1)，而且建立一些適合的性質。運用平滑函數，我們將混合型互補問題轉化成解一系列的方程式。
We present a smooth approximation for the generalized Fischer-Burmeister function where the 2-norm in the FB function is relaxed to a general p-norm (p > 1), and establish some favorable properties for it, for example, the Jacobian consistency. With the smoothing function, we transform the mixed complementarity problem (MCP) into solving a sequence of smooth system of equations.
We present a smooth approximation for the generalized Fischer-Burmeister function where the 2-norm in the FB function is relaxed to a general p-norm (p > 1), and establish some favorable properties for it, for example, the Jacobian consistency. With the smoothing function, we transform the mixed complementarity problem (MCP) into solving a sequence of smooth system of equations.
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混合型互補問題, 廣義FB函數, 平滑逼近, Mixed complementarity problem, the generalized FB function, smoothing approximation