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:187 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.
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