http:^^www.cs.wisc.edu^dienst^ui^2.0^describe^ncstrl.uwmadison%2fmp-tr-94-11

来自「This data set contains WWW-pages collect」· UWMADISON%2FMP-TR-94-11 代码 · 共 31 行

Server: Dienst V4-1-1 
MIME-version: 1.0
Content-type: text/html

<TITLE>A Class of Smoothing Functions for Nonlinear and Mixed Complementarity Problems </TITLE>
<H2>A Class of Smoothing Functions for Nonlinear and Mixed Complementarity Problems </H2>
 Chunhui Chen and  O. L. Mangasarian<BR>
MP-TR-94-11<BR>
August 1994, Revised October 1994
<p>
 We propose a class of parametric smooth functions that approximate the fundamental plus function, <i>(x)_+ =</i>max<i>\{0,x\}</i>, by twice integrating a probability density function. This leads to classes of smooth parametric nonlinear equation approximations of nonlinear and mixed complementarity problems (NCPs and MCPs). For any solvable NCP or MCP, existence of an arbitrarily accurate solution to the smooth nonlinear equation as well as the NCP or MCP, is established for sufficiently large value of a smoothing parameter <i>\alpha</i>. Newton-based algorithms are proposed for the smooth problem. For strongly monotone NCPs, global convergence and local quadratic convergence are established. For solvable monotone NCPs, each accumulation point of the proposed algorithms solves the smooth problem. Exact solutions of our smooth nonlinear equation for various values of the parameter <i>\alpha</i>, generate an interior path, which is different from the central path for interior point method. Computational results for 52 test problems compare favorably with those for another Newton-based method. The smooth technique is capable of solving efficiently the test problems solved by Dirkse and Ferris (1993), Harker and Xiao(1990) and Pang and Gabriel (1993).<P>
<hr><p>
<H2>How to view this document</H2>
<P><UL>
<P>
<LI>Display the <B>whole</B> document in one of the following formats.
<P><UL>
<LI><!WA0><A HREF="http://www.cs.wisc.edu/Dienst/Repository/2.0/Body/ncstrl.uwmadison%2fMP-TR-94-11/postscript">PostScript
</A> 152154 bytes. (compressed on disk, will be sent uncompressed)
</UL>
<BR>
<LI>
<!WA1><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Print/ncstrl.uwmadison%2fMP-TR-94-11">Print or download all or selected pages.
</A></UL>
<HR>
<p>
<BLOCKQUOTE> You are granted permission for the non-commercial reproduction, distribution,display, and performance of this technical report in any format, BUT thispermission is only for a period of 45 (forty-five) days from the most recenttime that you verified that this technical report is still available fromthe Computer Science Department of the University of Wisconsin - Madison underterms that include this permission.  All other rights are reserved by theauthor(s). </BLOCKQUOTE></p><HR><p>
[ <!WA2><A HREF="http://www.cs.wisc.edu/Dienst/UI/2.0/Search">Search</A>
 ]
<HR>
<I><!WA3><img align=left  src="http://www.cs.wisc.edu/Dienst/htdocs/image_gif/sm_ncstrl.gif">NCSTRL</I><br><I>This server operates at UW Madison Computer Sciences Technical Reports .</I> <BR><I>Send email to <!WA4><A HREF="mailto: [e-mail]">[e-mail]</A> </I>