| 关于求解带线性互补约束的数学规划问题正则方法的一个注记 |
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| 引用本文： | 薛文娟,沈春根.关于求解带线性互补约束的数学规划问题正则方法的一个注记[J].应用数学,2011,24(1). |
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| 作者姓名： | 薛文娟 沈春根 |
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| 作者单位： | 1. 上海电力学院数理系,上海,200090
2. 上海金融学院应用数学系,上海,201209 |
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| 基金项目： | Supported by National Science Foundation of China (10771162); Foundation of Shang-hai Municipal Education Commission (071605123); Shanghai Excellent Young Teacher Foundation(SDL08015) |
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| 摘 要： | 本文主要研究在某些较弱条件下求解带线性互补约束的数学规划问题(MPLCC)正则方法的收敛性.若衡约束规划线性独立约束规范条件(MPEC-LICQ)在由正则方法产生的点列的聚点处成立,且迭代点列满足二阶必要条件,同时,若比在文7]中渐近弱非退化条件Ⅰ更弱的渐近弱非退化条件Ⅱ在聚点处也成立,那么所有这些聚点都是B-稳定点.此外,在弱MPEC-LICQ,二阶必要条件及渐近弱退化条件Ⅱ下,我们仍能证明通过正则方法所得的聚点都是B-稳定点.
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| 关 键 词： | 均衡约束规划问题 正则方法 渐近弱非退化 弱均衡约束规划线性独立约束规范条件 |
A Note on Regularization Methods for Mathematical Programs with Linear Complementarity Constraints |
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| XUE Wenjuan,SHEN Chungen.A Note on Regularization Methods for Mathematical Programs with Linear Complementarity Constraints[J].Mathematica Applicata,2011,24(1). |
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| Authors: | XUE Wenjuan SHEN Chungen |
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| Institution: | XUE Wenjuan1,SHEN Chungen2(1.Department of Mathematics and Physics,Shanghai University of Electric Power,Shanghai 200090,China,2.Department of Applied Mathematics,Shanghai Finance University,Shanghai 201209,China) |
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| Abstract: | In this paper,we study convergence properties of regularization methods for mathematical programs with linear complementarity constraints (MPLCC) under some weaker conditions.If the linear independence constraint qualification of mathematical programs with equilibrium constraints (MPECLICQ) condition holds at the accumulation points of the sequence generated by regularization methods,and if an approaching subsequence satisfies the second-order necessary condition,and if the asymptotically weak nondegeneracy... |
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| Keywords: | MPLCC Regularization methods Asymptotically weak nondegeneracy Weak MPEC-LICQ |
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