摘要
研究了一类带非线性互补约束的均衡问题.借助于逐步逼近思想,构造了一个在求解意义上与原问题等价的磨光非线性规划.从而保证一些经典的标准优化算法可以应用到该类优化问题上.最后提出了两个算法模型并分析了其全局收敛性.
A kind of mathematical programs with equilibrium constraints （MPEC） is studied. By using the idea of successive approximation, a smoothing nonlinear programming, which is equivalent to the MPEC problem, was proposed. Thereby, it is ensured that some classical optimization methods can be applied for the MPEC problem. In the end, two algorithm models were proposed with the detailed analysis of the global convergence.
出处
《应用数学和力学》
EI
CSCD
北大核心
2007年第10期1253-1260,共8页
Applied Mathematics and Mechanics
基金
国家自然科学基金资助项目(1050100960471039)
广西自然科学基金资助项目(0728206)
中国博士后基金资助项目(20070410227)
关键词
均衡问题
非线性互补约束
原始-对偶稳定点
磨光方程组
全局收敛
mathematical program with equilibrium constraint
nonlinear complementarity constraint
primal-dual stationary point
smoothing system of equation
global convergence
