数学杂志Issue(2):429-442,14.
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
摘要
Abstract
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 pro-gramming, and superlinear convergence is obtained under some suitable assumptions. Numerical experiment results show that the proposed algorithm is feasible.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Key words
program with equilibrium constraints/nonlinear complementarity/QP-free algorithm/global convergence/superlinear convergence分类
数理科学引用本文复制引用
陈凤华,李双安..非线性互补约束规划问题的一个新的QP-free 算法[J].数学杂志,2015,(2):429-442,14.基金项目
国家自然科学基金(11061011 ()
11361018) ()
广西杰出青年基金(2012GXSFFA060003) (2012GXSFFA060003)
河南省教育厅科学技术研究重点项目(12B110011) (12B110011)