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平衡约束优化问题可行的充分条件(英文) 被引量:1

SUFFICIENT CONDITIONS ON THE FEASIBILITY OF MPECs
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摘要 提出了平衡约束优化问题可行的一个充分性条件 。 This paper presents new feasibility conditions for mathematical programs with equilibrium constraints (MPECs), where additional joint constraints are present that must be satisfied by the state and design variables of the problems.
作者 万中 蔡晓春
出处 《经济数学》 2002年第2期83-86,共4页 Journal of Quantitative Economics
关键词 平衡约束优化问题 线性互补问题 可行性条件 mathematical programs with equilibrium constraints, feasibility, linear complementarity problem
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参考文献5

  • 1[1]Facchinei, H. F. , Jiang and L. Qi, A smoothing method for mathematical programs with equilibrium constraints, Math. Program 85(1999), 107-134.
  • 2[2]Fukushima, M. , Z. -Q. Luo and J.S. Pang, A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints, Computational Optimization and Applications, 10(1998), 5-34.
  • 3[3]M. Fukushima and J. -S. Pang, Some feasibility issues in mathematical programs with equilibrium constraints SIAM J. OPTIM,8 : 3(1998),673-681.
  • 4[4]Z. -Q. Luo, J.-S. Pang, and D. Ralph, Mathematical progroms with equilibrium constraints,Cambridge University Press, 1996.
  • 5[5]J. V. Outrata, M. Kocvar and J. Zowe, Nonsmooth approach to optimization problems with equilibrium constraints, Kluwer Academic Publishers, 1998.

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