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非线性互补约束问题的一个强全局收敛QP-free算法 被引量：1

A Strong Global Convergent QP-free Algorithm for Mathematical Programming with Nonlinear Complementary Constraints
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摘要 本文研究非线性互补约束均衡问题.利用光滑近似法的思想及罚函数思想,把非线性互补约束均衡问题转化为一光滑非线性规划问题,该光滑非线性规划问题通过一个新的QP-free算法求解.特别地,不需要严格互补假设条件以及不需要Hessian阵估计正定的假设条件,算法仍具有强全局收敛性. In this paper, the mathematical programming with equilibrium constraints （MPEC） is studied. By using the idea of smoothing approximation and the idea of penalty function, the MPEC is transformed into a nonlinear programming, and a QP-free algorithm is proposed for the MPEC problem. In particular, the proposed algorithm is still strong global convergent without the strict complementarity and the nositive definiteness on the Hessian estimate.
作者 陈凤华 李双安
机构地区 河南理工大学万方科技学院
出处 《应用数学》 CSCD 北大核心 2015年第4期820-829,共10页 Mathematica Applicata
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 强全局收敛性 Mathematicai programming with equilibrium constraint Nonlinear complementarity QP-free algorithm Strong global 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21

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应用数学
2015年 第4期

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