| 互补约束规划问题的一个广义梯度投影算法 |
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| 引用本文： | 房明磊,朱志斌,陈凤华,张聪. 互补约束规划问题的一个广义梯度投影算法[J]. 数学杂志, 2011, 31(4): 685-694 |
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| 作者姓名： | 房明磊 朱志斌 陈凤华 张聪 |
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| 作者单位： | 1. 安徽理工大学理学院,安徽淮南,232001
2. 桂林电子科技大学数学与计算科学学院,广西桂林,541004 |
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| 基金项目： | 国家自然科学基金，广西自然科学基金，中国博士后基金，安徽自然科学基金，高校省级优秀青年人才基金 |
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| 摘 要： | 本文研究了一类均衡约束最优化问题.利用广义梯度投影法,结合罚函数思想,得到了一个初始点可以任意的广义梯度投影算法.在较弱的条件下,证明了算法的全局收敛性.
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| 关 键 词： | 均衡约束 广义梯度投影 互补函数 全局收敛性 |
A GENERALIZED GRADIENT PROJECTION ALGORITHM FOR MATHEMATICAL PROGRAM WITH COMPLEMENTARITY CONSTRAINTS |
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| FANG Ming-lei,ZHU Zhi-bin,CHEN Feng-hua,ZHANG Cong. A GENERALIZED GRADIENT PROJECTION ALGORITHM FOR MATHEMATICAL PROGRAM WITH COMPLEMENTARITY CONSTRAINTS[J]. Journal of Mathematics, 2011, 31(4): 685-694 |
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| Authors: | FANG Ming-lei ZHU Zhi-bin CHEN Feng-hua ZHANG Cong |
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| Affiliation: | FANG Ming-lei1,ZHU Zhi-bin2,CHEN Feng-hua2,ZHANG Cong2 (1.College of Science,Anhui University of Science and Technology,Huainan 232001,China) (2.School of Math. and Computational Sciences,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | In this article, we consider the mathematical program with equilibrium constraints. By using a generalized gradient projection method and penalty function strategy, we obtain a gradient projection algorithm of which the initial point is arbitrary. Under some relative weaker conditions, the proposed method is proved to possess global convergence. |
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| Keywords: | Mathematical program with equilibrium constraints generalized gradient projection algorithm complementarity function global convergence |
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