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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-functionNonlinear complementarity problemLagrangian 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:92下載:15
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  • 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 Introduction 1 2 Preliminaries 4 3 Properties of several NCP functions 8 4 Descent Property of Generalized Gradients 27 5 Conclusion 41 A Some other forms to the φpFB Function 43 B Some other forms to the φpD−FB Function 48 C Some other forms to the φpA−NR Function 52 References 56

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