| 线性互补约束均衡问题的一个光滑技术及全局收敛性 |
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| 引用本文： | 陈凤华,房明磊,张聪. 线性互补约束均衡问题的一个光滑技术及全局收敛性[J]. 桂林电子科技大学学报, 2009, 29(1) |
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| 作者姓名： | 陈凤华 房明磊 张聪 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西,桂林,541004;桂林电子科技大学数学与计算科学学院,广西,桂林,541004;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，中国博士后科学基金 |
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| 摘 要： | 利用一个新的互补函数及光滑近似法的思想将线性互补约束均衡问题转化为等价的光滑非线性方程组来求解.提出了一种基于线搜索规则的SQP算法,并在非退化假设条件下得到该算法是全局收敛性结果.
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| 关 键 词： | 线性互补约束 SQP算法 非退化条件 全局收敛性 |
Smoothing Technique for Equilibrium Problem with Linear Complementary Constraints and Global Convergence |
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| CHEN Feng-hua,FANG Ming-lei,ZHANG Cong. Smoothing Technique for Equilibrium Problem with Linear Complementary Constraints and Global Convergence[J]. Journal of Guilin University of Electronic Technology, 2009, 29(1) |
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| Authors: | CHEN Feng-hua FANG Ming-lei ZHANG Cong |
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| Affiliation: | School of Mathematics and Computational Science;Guilin University of Electronic Technology;Guilin 541004;China |
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| Abstract: | Equilibrium problem with linear complementary constraints can be reformulated as the solution to a smoothing nonlinear system of equations by means of a complementary function and the smoothing approximation method.An SQP algorithm is proposed for the smoothing nonlinear programming based on line search.The proposed algorithm is proved to be convergent globally under nondegeneracy condition. |
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| Keywords: | linear complementary constraints SQP algorithm nondegeneracy condition global convergence |
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