摘要
利用一个新的互补函数及光滑近似法的思想将线性互补约束均衡问题转化为等价的光滑非线性方程组来求解。提出了一种基于线搜索规则的SQP算法,并在非退化假设条件下得到该算法是全局收敛性结果。
Equilibrium problem with linear complementary constraints can be reformulated as the solution to a smoothing nonlinear system of equations by means of a complementary function and the smoothing approximation method. An SQP algorithm is proposed for the smoothing nonlinear programming based on line search. The pro- posed algorithm is proved to be convergent globally under nondegeneracy condition.
出处
《桂林电子科技大学学报》
2009年第1期58-61,共4页
Journal of Guilin University of Electronic Technology
基金
国家自然科学基金(10501009)
广西自然科学基金(桂科自0728206)
中国博士后基金(20070410228)
关键词
线性互补约束
SQP算法
非退化条件
全局收敛性
linear complementary constraints
SQP algorithm
nondegeneraey condition
global convergence
