| 一类广义半无限规划问题的光滑牛顿算法 |
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| 引用本文： | 刘卫艾,王长钰.一类广义半无限规划问题的光滑牛顿算法[J].经济数学,2009,26(1):95-102. |
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| 作者姓名： | 刘卫艾 王长钰 |
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| 作者单位： | 曲阜师范大学运筹与管理学院,曲阜,273165 |
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| 摘 要： | 本文在广义半无限规划问题的最优解集X处满足某些条件的前提下将广义半无限规划问题转化成KKT系统,通过扰动的FB函数,将KKT系统转化为一组光滑函数方程,设计了一个光滑牛顿算法,证明了算法的全局收敛性,并且在光滑函数解集处满足局部误差界条件下证明了算法具有超线性收敛速率.
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| 关 键 词： | 广义半无限规划 光滑函数 光滑牛顿算法 全局收敛 超线性收敛 |
A SMOOTHING NWETON METHOD FOR GENERAL SEMI-INFINITE PROGAMMING |
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| Liu Weiai,Wang Changyu.A SMOOTHING NWETON METHOD FOR GENERAL SEMI-INFINITE PROGAMMING[J].Mathematics in Economics,2009,26(1):95-102. |
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| Authors: | Liu Weiai Wang Changyu |
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| Institution: | Operations Reaserch and Management College;Qufu normal University;Qufu;273165;China |
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| Abstract: | In this paper we reformulate the GSIP problems into a KKT system under some conditions at the set X that is the set of local minimizers of GSIP problems.By using a peturbed Fisher-Burmeister function,we reformulate the KKT system into system of smooth equations,and we design a smoothing Newton method for solving this system,then we prove the method is globally and under a cocal error bound condition for the system of smooth equations the method is superlinearly convergent |
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| Keywords: | GSIP problems Smooth function Smoothing method global convergent superlinear convergent |
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