摘要
利用互补问题的等价不动点格式,建立了一种迭代公式,进而对其中不可微的极大值函数,分别用熵函数方法导出的两个光滑函数进行逼近,构造了两个不同的算法.对文献里的几个标准互补问题的测试,显示了算法的稳定性和有效性.
It is shown that two iterative algorithms are based on an equivalent fixedpoint formulation of the complementarity problem, where the nondifferentiable maximum operator is replaced by certain smooth functions derived from entropy optimization principles. Proposed algorithms have advantages of simple formula, small storage, sparsity preservation and easy implementation. They are especially suitable for large\|scale and sparsity problems. Numerical examples illustrate the stability and efficiency of the algorithms.
出处
《大连理工大学学报》
CAS
CSCD
北大核心
2003年第1期16-19,共4页
Journal of Dalian University of Technology
基金
国家重点基础研究发展规划资助项目(G1999032805).
