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研究生: 林子靖
Tzu-Ching Lin
論文名稱: 運用廣義FB函數的平滑牛頓法解混合型互補問題
A smoothing Newton method based on the generalized Fischer-Burmeister function for MCPs
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: 2009
畢業學年度: 97
語文別: 英文
論文頁數: 17
中文關鍵詞: 混合型互補問題廣義FB函數平滑逼近
英文關鍵詞: Mixed complementarity problem, the generalized FB function, smoothing approximation
論文種類: 學術論文
相關次數: 點閱:212下載:6
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  • 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.

    1 Introduction ………………………………………………1 2 Preliminary …………………………………………………3 3 The smoothing function and its properties ……6 4 Conclusions ………………………………………………15 5 References …………………………………………………15

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