摘要
本文针对P0函数互补问题,给出了一种微方程方法,并且证明了P0函数互补问题的解是微分方程系统的渐进稳定平衡点。在适当的假设条件下,证明了所给出的算法具有二次收敛速度。几个数值例子表明了该算法的有效性。
In this paper,a differential equation approach is proposed to solve P0 complementarity problem.It is proved that the solution of the P0 function complementarity problem is an asymptotically stable equilibrium point of the proposed differential system.Under mild hypothesis,the local quadratic rate of this algorthm is proved,and illustrative examples are given.
出处
《运筹与管理》
CSCD
2003年第5期33-36,共4页
Operations Research and Management Science
基金
国家自然科学青年基金资助项目(10001007)
关键词
P0函数
非线性互补问题
微分方程法
渐进稳定
平衡点
二次收敛速度
P_0 function
nonlinear complementarity problem
differential equation
asymptotically stable
quadratic convergence