首页 | 本学科首页   官方微博 | 高级检索  
     检索      

互补问题算法的新进展
引用本文:修乃华,高自友.互补问题算法的新进展[J].数学进展,1999,28(3):193-210.
作者姓名:修乃华  高自友
作者单位:北方交通大学数学系!北京,100044,中国,北方交通大学数学系!北京,100044,中国
基金项目:国家自然科学基金,博士后科学基金
摘    要:互补问题是一类重要的优化问题,在最近30多年的时间里,人们为求解它而提出了许多算法,该文主要介绍1990-1997年之间出现的某些新算法,它们大致可归类为:(1)光滑方程法;(2)非光滑方程法;(3)可微无约束优化法;(4)GLP投影法;(5)内点法;(6)磨光与非内点连续法,文中对每类算法及相应的收敛性结果做了描述与评论,并列出有关文献。

关 键 词:互补问题  算法  线性收敛  最优化  约束优化

The New Advances in Methods for Complementarity Problems
Xiu Naihua ,Gao Ziyou.The New Advances in Methods for Complementarity Problems[J].Advances in Mathematics,1999,28(3):193-210.
Authors:Xiu Naihua  Gao Ziyou
Abstract:With the development of the research for complementarity problem (CPs forshort) which are an important class of optimization problems, a lot of methods for solving CPsare proposed. This paper is a survey of the methods which appear in 1990-1997. These methodscan be classified roughly as (1) smooth equation methods; (2) nonsmooth equation methods; (3)unconstrained optimization methods; (4) GLP projection methods; (5) interior point methods;(6) smoothing and noninterior continuation methods. Each class of them and the correspondingconvergence results are described and reviewed. Some related literature is pointed out in thispaper.
Keywords:complementarity problem  algorithm  global linear convergence  local superlinear convergence  
本文献已被 CNKI 维普 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号