| 隐互补约束优化问题的磨光SQP算法 |
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| 引用本文： | 万中,周叔子. 隐互补约束优化问题的磨光SQP算法[J]. 应用数学学报, 2007, 30(5): 781-793 |
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| 作者姓名： | 万中 周叔子 |
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| 作者单位： | 1. 中南大学数学科学与计算技术学院,长沙,410083
2. 湖南大学数学与计量经济学院,长沙,410082 |
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| 基金项目： | 国家自然科学基金;教育部新世纪优秀人才支撑计划基金 |
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| 摘 要： | 本文提出了一类隐互补约束优化问题的磨光SQP算法.首先,我们给出了这类优化问题的最优性和约束规范性条件.然后,在适当假设条件下,我们证明了算法具有全局收敛性.
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| 关 键 词： | 均衡约束优化 隐互补问题 序列二次规划方法 Clarke广义雅可比阵 |
| 修稿时间： | 2004-05-12 |
Smooth SQP Algorithm For Mathematical Programs with Implicit Complementarity Constraints |
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| WAN ZHONG,ZHOU SHUZI. Smooth SQP Algorithm For Mathematical Programs with Implicit Complementarity Constraints[J]. Acta Mathematicae Applicatae Sinica, 2007, 30(5): 781-793 |
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| Authors: | WAN ZHONG ZHOU SHUZI |
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| Affiliation: | 1.School of Mathematics Science and Computing Technology, Central South University, ChangSha 410083;2.College of Mathematics and Econometrics, Hunan University, ChangSha 410082 |
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| Abstract: | In this paper, we propose a smooth SQP algorithm for mathematical programs with implicit complementarity constraints (MPEC). We first present the optimality condition and the constraint qualification conditions about this class of MPECs. Then, under some suitable assumptions, we prove that the proposed algorithm has global convergence. |
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| Keywords: | optimization with equilibrium constraints implicit complementarity problem sequential quadratical programming Clarke generalized Jacobian |
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