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

互补约束问题的一种新松弛规划及其收敛性

A NEW RELAXATION SCHEME FOR MATHEMATICAL PROGRAMS WITH GENERAL COMPLEMENTARITY CONSTRAINTS AND ITS CONVERGENCE PROPERTIES
原文传递
导出
摘要 在G.H.Lin与M.Fukushima思想的启发下,针对一般形式的互补约束问题,本文构造了一种新的松弛规划.通过修正和简化G.H.Lin与M.Fukushima的证明方法,在比其更弱的假设条件下获得了该松弛规划的收敛性质. For general mathematical programs with complementarity constraints, A new relaxation scheme was established in the paper using the idea of G.H. Lin and M. Fukushima, and the convergence results were obtained under some weaker conditions.
作者 刘兵
机构地区 承德石油高等专科学校社科与数理部 河北省仪器仪表工程技术研究中心
出处 《计算数学》 CSCD 北大核心 2015年第4期374-389,共16页 Mathematica Numerica Sinica
基金 承德市科学技术研究与发展计划项目(201422115) 承德市软科学项目(201422123)
关键词 互补约束问题 M稳定点 S-B稳定点 B稳定点 Complementarity constraints M stationary S-B-stationary B stationary
分类号 O221 [理学—运筹学与控制论]
  • 相关文献

参考文献13

  • 1Chen Y, Florian M. The nonlinear bilevel programming problems: formulations, regularity and optimality conditions[J]. SIAM J. Optimization, 1995, 32: 193-204.
  • 2Ye J J, Zhu D L. Optimality for bilevel programming problems[J]. SIAM J. Optimization, 1995, 33: 9-27.
  • 3Luo Z Q, Pang J S and Ralph D. Mathematical programs with equilibrium constraints. Cambridge: Cambridge University Press, 1996.
  • 4李飞,徐成贤.求解带均衡约束数学规划问题的一个连续化方法[J].计算数学,2004,26(1):3-12. 被引量：4
  • 5刘兵,乌力吉,王辉.一般互补约束问题的一种松弛逐步二次规划算法[J].高等学校计算数学学报,2013,35(2):97-113. 被引量：1
  • 6Jiang H Y, Ralph D. Smooth SQP methods for mathematical programs with nonlinear Comple- mentarity Constraints[J]. SIAM J. optimization, 2000, 10: 779-808.
  • 7Qutrata J V, KonSvar M and Zowe J. Nonsmooth approach to optimization problems with equi- librium constraints. Kluwer Academic publishers, 1998.
  • 8Fukushima M, Pang J S. Convergence of a smoothing continuation method for mathematical programs with complementarity constraints, in: Illposed Variational Programs and Regulariation Techniques, Lecture Notes in Economics and Mathematical Systems, M. Thdra and R.Tichatschke eds., Vol.477.Berlin/Heidelberg:Springer, 105-116.
  • 9Scheel H, Scholtes S. Convergence properties of a regularization scheme for mathematical programs with complementarity constraints[J]. SIAM J. Optimization, 2001, 11(4): 918-936.
  • 10Lin G H, Fukushima M. A modified relaxation scheme for mathematical programs with comple- mentarity constraints[J]. Annals of Operations Research, 2005, 133(4): 63-84.

二级参考文献13

  • 1Chen Y and Florian M. The nonlinear bilevel programming problems: formulations,regularity and optimality conditions. SIAM J. Optimization, 1995, 32: 193-204.
  • 2Ye J J and Zhu D L. Optimality for bilevel programming problems. SIAM J. Optimization, 1995, 33: 9-27.
  • 3Luo Z Q, Pang J S and Ralph D. Mathematical Programs with Equilibrium Constraints. Cam- bridge:Cambridge University Press, 1996.
  • 4Jiang H Y and Ralph D. Smooth SQP methods for mathematical programs with nonlinear complementarity constraints. SIAM J. optimization, 2000, 10: 779-808.
  • 5Qutrata J V, Kon-var M and Zowe J. Nonsmooth Approach to Optimization Problems with Equilibrium Constraint. Kluwer Academic publishers, 1998.
  • 6Fukushima M and Pang J S. Convergence of a smoothing continuation method for mathe- matical programs with complementarity constraints, in: Illposed Variational Programs and Regulariation Techniques, Lecture Notes in Economics and Mathematical Systems,M.Thdra and R.Tichatschke eds.,Vol.477.Berlin/Heidelberg:Springer, 105-116.
  • 7Scheel H and Scholtes S. Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. SIAM J.Optimization, 2001, 11(4): 918-936.
  • 8Lin G H and Fukushima M. A modified relaxation scheme for mathematical programs with complementarity constraint. Annals of Operations Research, 2005, 133(4): 63-84.
  • 9Pang J S and Fukushima M. Complementarity constraints qualifications and simplified B- stationary conditions for mathematical programs with equilibrium constraints. Computational Optimization and Application,13,111-136.
  • 10Scheel H and Scholtes S. Mathematical programs with complementarity constraints: station- arity optimality and sensitivity. Mathematics of Operations Research, 2000, 25(1): .

共引文献3

计算数学
2015年 第4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