摘要
本文研究了求解线性互补约束规划问题的算法问题.首先基于广义互补函数和摄动技术将问题转化为带参数的非线性优化问题,利用SlQP-Filter算法方法,求解线性互补约束规划问题的一种Filter算法.在适当条件下,证明了该算法的全局收敛性.
An SlQP-Filter algorithm for solving mathematical programming with linear complementarity constraints is presented in this paper. First. the problem is be transformed into nonlinear optimization problem containing a parameter by means of generalized complementary function and perturbation technique, Secondly, the algorithm solving this general nonlinear optimization problem is designed by using SIQP-Filter method. Lastly, under some conditions, the global convergence of algorithm is proved.
出处
《数学杂志》
CSCD
北大核心
2009年第2期155-161,共7页
Journal of Mathematics
基金
国家自然科学基金研究项目(70771080)
关键词
线性互补约束
Filter算法
约束优化
Linear complementarity constraints
Filter algorithm
constrained optimization
