半无限规划的一个ODE型滤子算法

An ODE-type Filter Algorithm for Solving A Class of Semi-Infinite Programming

借助于NCP函数和滤子技术,提出了求解一类半无限规划问题的ODE型的滤子算法.该算法在每一步迭代时,仅需求一线性方程组系统.从计算的角度来说,这一技巧一般可减少计算量.在适当的假设条件下,该算法还是整体收敛的.

In this paper, a filter algorithm for solving a class of semi-infinite programming was proposed. At each iteration, it was only necessary that a system of linear equations be solved. From a computational point of view, it was very possible that the approach reduce computational effort. Under fitful conditions, it was proven that this algorithm is globally convergent.