互补问题的算法分析-应用数学专业论文.docxVIP

摘要摘要 摘要 摘要 受：静弼越是一裳非常重癸的优化闽题，窀在工裰，经济与交通平衡等领堞有广 泛的应膈．因诧，对互补阎题游法瓣磷究其育霞荽意义．本论寒着重磷究了韪粪互褥 问题的几种非内点算法，并详细分析了所给算法的收敛性． 全文共分瞪章，麓一章穰述了戛羚滔题瓣备稃形式及其巍工程、经济翻运筹掌 中的成用，同时分类介绍了求解互补问题的几种主裂方法．最后，介绍了本文的内容 安簿， 第二章给出了一种求解Po．线性互补问题的一步非内点连续方法，证明了算法 奚骞全两线瞧渡敛瞧装嚣蕺二次毅敛槎+渡方法在每次逮裁辩镁需要求磐一个线链 方稷组，执行～次步长搜索． 第三章曹先霹P驴蠡数嚣线性曩耠薅黧烩窭了～耱羲髂校燕j#内点算法，该冀 法遗代产生的序列疑Cauchy列，它全局线糗襁局部=次收敛子互补嘲题的解；其次 黠擎灏l#线性互羚润题绘戡了一零孛～步裴起藤连续宠法藏方法是部二次收敛往的 建立不需甍柱解处满足严格匿补条件；最屠，对非辘健互{}间题给啦了一种序列二 次规划方法，弗详绑矜辑了算法豹收敛性。 第四章讨论了～类广义夏补闯繇静一释簿光滑方程缓鞯法，详魏分橱了簿法懿 全蛹线性收敛性和局部超线性、局郏=次收敛性． 关键词：线性甄补问题非线性互补问避广义互补问题 AbstractAbstract Abstract Abstract Complementarity problems are an important branch in the mathematical programming field．which find wide applications in many fields such 8s engineering, economics and traffic equilibrium problem．Therefore。It is significant to study the algorithms for solving complementarity problems． The thesis mainly deals with the studies of non-interior algorithms for complementarity problems，and analyzes their convergence properties． The whole thesis consists of fo撖chapters．Different formulations of complementarity problems are introduced in Chapter One,along with their various applications in engineering，economics and operations researcll，Then，some existing algorithms for complementarity problems are described+Finally,the organization ofthis thesis is oflbred briefly． In Chapter Two，A one·step non·interior point continuation algorithms for P0一linear complementarity problem is given，wllieh solves one system of Iin宴ar equations and carries out only one line search at each itertttion．Furthermore，it is shown that the proposed algorithm converges to the solution of compl．cmenmrity problem globally linearly and locally quadratically． In Chapter nlree．a predictor-correpto．r infeasible non·interior point continuation algorithm for P0-function nonlinear comptementarity problem is presented firstly．The iterative sequences generated by the algorithm，which are．Cauchy sequences，are shown to converge to the solution of complementarity