| 求解一类MPEC问题的一种UV-分解方法 |
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| 引用本文： | 单锋,庞丽萍,朱丽梅,夏尊铨.求解一类MPEC问题的一种UV-分解方法[J].应用数学和力学,2008,29(4):483-488. |
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| 作者姓名： | 单锋 庞丽萍 朱丽梅 夏尊铨 |
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| 作者单位： | 沈阳航空工业学院 理学院,沈阳 110136;2.大连理工大学 最优化研究与应用中心,应用数学系,辽宁 大连 116024 |
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| 摘 要： | 给出了求解具有线性互补约束的MPEC问题的一种UV-分解方法．首先将MPEC问题化为非线性规划问题，给出一种相应的罚函数的次微分结构及其UV-分解的结果，根据所得到的结果构造一个具有超线性收敛速度的概念型算法．
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| 关 键 词： | 非光滑优化 非线性规划 次微分 UV[KG*4]-分解 U-Lagrange函数 MPEC问题 |
| 收稿时间： | 2007-09-18 |
A UV -Decomposed Method for Solving an MPEC Problem |
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| SHAN Feng,PANG Li-ping,ZHU Li-mei,XIA Zun-quan.A UV -Decomposed Method for Solving an MPEC Problem[J].Applied Mathematics and Mechanics,2008,29(4):483-488. |
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| Authors: | SHAN Feng PANG Li-ping ZHU Li-mei XIA Zun-quan |
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| Institution: | School of Science Courses, Shenyang Institute of Aeronautical Engineering, Shenyang 110136, P. R. China; |
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| Abstract: | A UV-decomposition method for solving an MPEC problem with linear complementarity constraints is presented.First of all the problem was converted into a nonlinear programming one,and the structure of subdifferential of a corresponding penalty function and results of its UV-decomposition were given.Then a conceptual algorithm for solving this problem with a superlinear convergence rate was constructed in terms of the results obtained. |
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