期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

非线性互补约束问题一个全局收敛的SQP算法 被引量：3

A Globally Convergent SQP Algorithm for Mathematical Programs with Nonlinear Complementarity Constraints
原文传递
导出
摘要 本文研究非线性互补约束优化问题,利用Fischer—Burmeister函数将非线性互补问题转化为非光滑方程,提出一个求解非线性互补约束问题的SQP算法,并在适当的假设下证明这个算法是全局收敛的. In this paper, mathematical problems with nonlinear complementarity constraints are considered. By means of Fischer-Burmeister function, the nonlinear complementarity condition is transformed into a nonsmooth equation. Then, during the iteration, a corresponding smooth system approximates the nonsmooth equation. The smooth optimization is solve by SQP algorithm for standard constrained optimization. Global convergence of the algorithm is established under appropriate assumptions.
作者 谭玲 段复建 范林
机构地区 桂林电子科技大学数学与计算科学学院
出处 《应用数学学报》 CSCD 北大核心 2009年第1期37-49,共13页 Acta Mathematicae Applicatae Sinica
基金 国家自然科学基金(10501009 60471039) 广西自然科学基金(0728206)资助项目.
关键词 线性互补约束问题 SQP算法 稳定点 全局收敛 mathematics programs with nonlinear complementarity constraints SQP methods stationary points global convergence
分类号 O211 [理学—概率论与数理统计]
  • 相关文献

参考文献15

  • 1Luo Z Q, Pang J S, Ralph D. Mathmetical Programs with Equilibrium Constraints. Cambridge: Cambridge University Press, 1996
  • 2Luo Z Q, Pang J S, Ralph, D. Piece-wise Sequential Quadratic Programming for Mathematical Programs with Nonlinear Complementarity Constraints. In: Ferris M C and Pang J S, eds. Complementarity and Variational Problems: State of the Art, SIAM Publications, 1997
  • 3Liu G S, Ye J J. Merit-function Piecewise SQP Algorithm for Mathematical Programs with Equilibrium Constraints. Journal of Optimization Theory and Applications, 2007, 135:623-641
  • 4Qi L, Chen X. A Globally Convergent Successive Approximation Methods for Nonsmooth Equation, SIAM Journal Control and Optimization, 1995, 33:402-418
  • 5Ma C F, Liang G P. A New Successive Approximation Damped Newton Method for Nonlinear Complementarity Problems. Journal of Mathematical Research and Exposition, 2003, 23:1-6
  • 6Zhu Z B, Zhang K C. A Super Linearly Convergent SQP Algorithm for Mathematical Programs with Linear Complementarity Constraints. Applied Mathematics and Computation, 2006, 172:222-244
  • 7Fukushima M, Luo Z Q, Pang J S. A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints. Computational Optimization and Application, 1998, 10:5-34
  • 8Jiang H. Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constaints. SIAM Journal of Optimization,2000, 10:779-808
  • 9Facchineid F, Jiang H, Qi L. A Smooth Method for Mathematical Programs with Equilibrium Constraints. Math. Programming, 1999, 85:107-134
  • 10Yamashita N, Fukushima M. Modified Newton Methods for Solving a Semismooth Reformulation of Monotone Complementarity Problems. Math. Programming, 1997, 76:469-497

同被引文献17

  • 1简金宝,覃义,梁玉梅.非线性互补约束规划的一个广义强次可行方向算法[J].高等学校计算数学学报,2007,29(1):15-27. 被引量：7
  • 2Outrata J,Zowe J.A Numerical Approach to Optimization Problems with Variational Inequality Constraints[J].Mathematical Programming,1995,68:105-130.
  • 3Luo Z Q,Pang J S,Ralph D,et al.Exact Penalization and Stationarity Conditions of Mathematical Programs with Equilibrium Constraints[J].Mathematical Programming,1996,75:19-76.
  • 4Outrata J,Kocvare M,Zowe J.Nonsmooth Approach to Optimization Problems with Equilibrium Consraints[M].Netherlands:Kluwer Academic Publishers,1998.
  • 5Fukushima M,Luo Z Q,Pang J S.A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programming with Linear Complementarity Constraints[J].Computational.
  • 6Fukushima M,Tseng P.An Implementable Active-set Algorithm for Computing a B-stationary of Mathematical Program with Linear Complementarity Constraints[J].SIAM J Optimization,2002,.
  • 7Jiang H Y,Ralph D.Smooth SQP Method for Mathematical Programs with Nonlinear Complementarity Constraints[J].SIAM Journal on Optimization,2000,10:779-808.
  • 8Zhu Z,Zhang K.A Superlinearly Convergent SQP Algorithm for Mathematical programs with Linear Complementarity Constraints[J].Applied Mathematics and Computation,2006,172:222-244.
  • 9Jian J.A Superlinearly Convergent Implicit Smooth SQP Algorithm for Mathematical Programs with Nonlinear Complementarity Constraints[J].Computational Optimization and Applications.
  • 10Gao Z,He G,Wu F.The Algorithm of Sequential System of Linear Equations for Arbitrary Initial Point[J].Science in China (Series A),1997,27 (1):24-33.

引证文献3

二级引证文献3

应用数学学报
2009年 第1期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部