| 线性互补约束问题的一个SQP算法 |
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| 引用本文： | 陈凤华,朱志斌,李双安,程慧燕. 线性互补约束问题的一个SQP算法[J]. 哈尔滨理工大学学报, 2014, 0(2): 101-105 |
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| 作者姓名： | 陈凤华 朱志斌 李双安 程慧燕 |
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| 作者单位： | [1]河南理工大学万方科技学院,河南郑州450026 [2]桂林电子科技大学数学与计算科学学院,广西桂林514004 |
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| 基金项目： | 国家自然科学基金（11061011）;广西高校优秀人才资助计划项目（2009156）;河南省教育厅科学技术研究重点项目（12B110011）. |
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| 摘 要： | 针对非线性规划一些经典的算法一般不能直接应用到均衡问题上来的缺点,通过一个处处连续可微的互补函数以及光滑近似法的思想,把互补约束均衡问题转化为一光滑非线性规划问题,提出一个SQP算法求解该光滑非线性规划问题,并给出了算法的数值解,数值实验结果表明算法具有很好的收敛速度和寻优结果.
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| 关 键 词： | 线性互补约束 序列二次规划算法（SQP） 数值解 |
An SQP Algorithm for Optimization with Linear Complementary Constraints |
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| CHEN Feng-hua,ZHU Zhi-bin,LI Shuang-an,CHENG Hui-yan. An SQP Algorithm for Optimization with Linear Complementary Constraints[J]. Journal of Harbin University of Science and Technology, 2014, 0(2): 101-105 |
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| Authors: | CHEN Feng-hua ZHU Zhi-bin LI Shuang-an CHENG Hui-yan |
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| Affiliation: | (Wanfang Institute of Science and Technology, Henan Polytechnic University, Zhengzhou 450026, China;College of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin 541004, China) |
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| Abstract: | Against the shortcomings that many existing algorithms for solving the standard smoothing nonlinear programming（SSNP） 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 MPEC problem was transformed into a nonlinear programming,and an SQP algorithm is proposed for the solution of MPEC problem.Further the numerical solution to the algorithm is given.Preliminary numerical results show that it can be a very good convergence speed and optimization results. |
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| Keywords: | linear complementary constraints sequential quadratic programming algorithm numerical solution |
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