| 非线性互补约束规划问题的一个新的QP-free算法 |
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| 引用本文： | 陈风华,李双安.非线性互补约束规划问题的一个新的QP-free算法[J].数学杂志,2015,35(2):429-442. |
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| 作者姓名： | 陈风华 李双安 |
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| 作者单位： | 河南理工大学万方科技学院;桂林电子科技大学数学与计算科学学院 |
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| 基金项目： | 国家自然科学基金(11061011;11361018);广西杰出青年基金(2012GXSFFA060003);河南省教育厅科学技术研究重点项目(12B110011) |
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| 摘 要： | 本文研究了非线性互补约束均衡问题.利用互补函数以及光滑近似法,把非线性互补约束均衡问题转化为一个光滑非线性规划问题,得到了超线性收敛速度,数值实验结果表明本文提出的算法是可行的.
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| 关 键 词： | 均衡问题 非线性互补 QP-free算法 全局收敛性 超线性收敛性 |
| 收稿时间： | 2014/4/29 0:00:00 |
| 修稿时间： | 2014/7/31 0:00:00 |
A new QP-free algorithm for mathematical programs with nonlinear complementarity constraints |
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| Fenghua Chen and Shuangan Li.A new QP-free algorithm for mathematical programs with nonlinear complementarity constraints[J].Journal of Mathematics,2015,35(2):429-442. |
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| Authors: | Fenghua Chen and Shuangan Li |
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| Institution: | CHEN Feng-hua;LI Shuang-an;Wanfang Institute of Sci.Tech.,Henan Polytechnic University;College of Math,and Comput.Sci.,Guilin University of Electr.Tech.; |
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| Abstract: | Against the shortcomings that many existing algorithms for solving the standard smoothing nonlinear programming would fail if they were used directly to solve the mathematical programs with equilibrium constraints (MPEC). By using a complementarity function and the idea of smoothing approximation method, the mathematical program with equilibrium constraints (MPEC) problem was transformed into a nonlinear programming, and a QP-free algorithm is proposed for the solution of (MPEC) problem. In particular, without the positive definiteness assumption on the Hessian estimate, the proposed algorithm is still global convergent. And superlinear convergence is obtained under some suitable assumptions. Numerical experiment results show that the proposed algorithm is feasible. |
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| Keywords: | Program with equilibrium constraints Nonlinear complementarity QP-free algorithm global convergence superlinear convergence |
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