研究生: |
黃裕偉 Huang, Yu-Wei |
---|---|
論文名稱: |
Lagrangian Globalization method together with new NCP-functions for the Nonlinear Complementarity Problem Lagrangian Globalization method together with new NCP-functions for the Nonlinear Complementarity Problem |
指導教授: |
陳界山
Chen, Jein-Shan |
學位類別: |
碩士 Master |
系所名稱: |
數學系 Department of Mathematics |
論文出版年: | 2019 |
畢業學年度: | 107 |
語文別: | 英文 |
論文頁數: | 58 |
中文關鍵詞: | NCP-function 、Nonlinear complementarity problem 、Lagrangian globalization |
英文關鍵詞: | NCP-function, Nonlinear complementarity problem, Lagrangian globalization |
DOI URL: | http://doi.org/10.6345/THE.NTNU.DM.005.2019.B01 |
論文種類: | 學術論文 |
相關次數: | 點閱:158 下載:15 |
分享至: |
查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
無中文摘要
In this paper, we look into the detailed properties of six
NCP-functions. Based on these NCP functions, we present a Lagrangian globalization (LG) algorithm model for solving the nonlinear complementarity problem. In particular, this algorithm model does not depend on some specific NCP function. Under several theoretical assumptions on NCP functions. We prove that the algorithm model is well-defined. Several NCP functions applicable to the LG-method are analyzed in details and shown to satisfy these assumptions. Furthermore, we identify not only the properties of NCP functions which enable them to be used in the LG method but also their properties which enable the strict complementarity condition to be removed from the convergence conditions of the LG method.
[1] Y.-L. Chang, J.-S. Chen, C.-Y. Yang, Symmetrization of generalized natural residual function for NCP, Operations Research Letters, 43(2015), 354-358.
[2] J.-S. Chen, The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem, Journal of Global Optimization,
36(2006), 565-580.
[3] J.-S. Chen, On some NCP-functions based on the generalized Fischer-Burmeister function, Asia-Pacific Journal of Operational Research, 24(2007), 401-420.
[4] J.-S. Chen, H.-T. Gao and S. Pan, A R-linearly convergent derivative-free al-gorithm for the NCPs based on the generalized Fischer-Burmeister merit function, Journal of Computational and Applied Mathematics, 232(2009), 455-471.
[5] J.-S. Chen, C.-H. Ko, and X.-R. Wu, What is the generalization of natural residual function for NCP, Pacific Journal of Optimization, 12(2016) 19-27.
[6] J.-S. Chen and S. Pan, A family of NCP-functions and a descent method for the nonlinear complementarity problem, Computational Optimization and Applications,
40(2008), 389-404.
[7] J.-S. Chen, S.-H. Pan, and T.-C. Lin, A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs, Nonlinear Analysis: Theory, Methods and Applications, 72(2010), 3739-3758.
[8] X. Chen, L. Qi, and Y. F. Yang, Communicated by F. A. Potra, Lagrangian Globalization Methods for Nonlinear Complementarity Problems, Journal of Optimization Theory and Applications: Vol. 112, No. 1, pp. 77-95, January 2002( c ?2002).
[9] A. Fischer, Solution of the monotone complementarity problem with locally Lipschitzian functions, Mathematical Programming, 76(1997), 513-532.
[10] A. Galántai, Properties and construction of NCP functions, Computational Optimization and Applications, 52(2012), 805-824.
[11] P. T. Harker and J.-S. Pang, Finite dimensional variational inequality and nonlinear complementarity problem: a survey of theory, algorithms and applications,
Mathematical Programming, 48(1990), 161-220.
[12] C. Kanzow, Nonlinear complementarity as unconstrained optimization, Journal of Optimization Theory and Applications, 88(1996), 139-155.
[13] C. Kanzow and H. Kleinmichel, A Class of Netwton-Type methods for equality and ineqality constrained optimization. Optimization Methods and Software, 5(1995), 173-198.
[14] P.-F. Ma, J.-S. Chen, C.-H. Huang, C.-H. Ko, Discovery of new complementarity functions for NCP and SOCCP to appear in Computational and Applied Mathematics, DOI: 10.1007/s40314-018-0660-0, 2019.
[15] R. Mifflin, Semismooth and semiconvex function in constrained optimization, SIAM Journal on Control and Optimization, 15(1977), 959–972.
[16] J. L. Nazareth, L. Qi, Globalization of Newton’s Method for Solving Non-linear Equations, Numerical Linear Algebra with Applications, Vol. 3(1996), 239-249.
[17] J.-S. Pang, Complementarity problems. Handbook of Global Optimization, R Horst and P Pardalos (eds.), MA: Kluwer Academic Publishers, 271-338, 1994.
[18] L. Qi and J. Sun, A nonsmooth version of Newton’s method, Mathematical Programming, 58 (1993) 353–367.
[19] L. Qi and Y.-F Yang, NCP Functions Applied to Lagrangian Globalization for the Nonlinear Complementarity Problem, Journal of Global Optimization 24 (2002): 261-283.
[20] R. T. Rockafellar and J.-B. Wets, Variational Analysis, Springer-Verlag, Berlin (1998).
[21] Y.-S Su, A new generalization of Natural-Residual function, Department of Mathematics National Taiwan Normal University Taiwan 2018.
[22] H.-Y. Tsai and J.-S. Chen, Geometric views of the generalized Fischer-Burmeister function and its induced merit function, Applied Mathematics and Computation, 237(2014), 31-59.