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非线性互补约束规划问题的一个新的QP-free算法

A NEW QP-FREE ALGORITHM FOR MATHEMATICAL PROGRAMS WITH NONLINEAR COMPLEMENTARITY CONSTRAINTS
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摘要 本文研究了非线性互补约束均衡问题.利用互补函数以及光滑近似法,把非线性互补约束均衡问题转化为一个光滑非线性规划问题,得到了超线性收敛速度,数值实验结果表明本文提出的算法是可行的. In this paper,we study the mathematical program with equilibrium constraints.By using a complementarity function and the idea of smoothing approximation method,the mathematical program with equilibrium constraints problem is transformed into a nonlinear programming,and superlinear convergence is obtained under some suitable assumptions.Numerical experiment results show that the proposed algorithm is feasible.
作者 陈凤华 李双安
机构地区 河南理工大学万方科技学院 桂林电子科技大学数学与计算科学学院
出处 《数学杂志》 CSCD 北大核心 2015年第2期429-442,共14页 Journal of Mathematics
基金 国家自然科学基金(11061011 11361018) 广西杰出青年基金(2012GXSFFA060003) 河南省教育厅科学技术研究重点项目(12B110011)
关键词 均衡问题 非线性互补 QP-free算法 全局收敛性 超线性收敛性 program with equilibrium constraints nonlinear complementarity QP-free algorithm global convergence superlinear convergence
分类号 O221.2 [理学—运筹学与控制论]
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参考文献11

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二级参考文献35

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数学杂志
2015年 第2期

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