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一种基于非光滑信赖域理论的经济学均衡问题新算法
引用本文:和文龙,段复建,陆敏.一种基于非光滑信赖域理论的经济学均衡问题新算法[J].桂林电子科技大学学报,2011,31(4):338-341.
作者姓名:和文龙  段复建  陆敏
作者单位:桂林电子科技大学教学与计算科学学院,广西桂林,541004
基金项目:国家自然科学基金(10861005,11061011); 广西自然科学基金(0991238)
摘    要:针对一般经济均衡问题模型,将其转换为非线性互补问题模型,提出了应用非光滑信赖域算法对其进行求解的新方法.在适当的条件下,证明了此算法是全局收敛的,并通过数值试验表明该算法是可行有效的.

关 键 词:均衡问题  非线性互补问题  信赖域  全局收敛性

A new algorithm of economic equilibrium problem based on the theory of nonsmooth trust region
He Wenlong,Duan Fujian,Lu Min.A new algorithm of economic equilibrium problem based on the theory of nonsmooth trust region[J].Journal of Guilin Institute of Electronic Technology,2011,31(4):338-341.
Authors:He Wenlong  Duan Fujian  Lu Min
Affiliation:He Wenlong,Duan Fujian,Lu Min(School of Mathematics and Computational Science,Guilin University of Electronic Technology,Guilin 541004,China)
Abstract:When general equilibrium problem model is transformed into nonlinear complementarity problem model,a new method based on the algorithm of nonsmooth trust region is proposed to deal with the general equilibrium problem in the economy.The global convergence of the algorithm is verified under the proper conditions.The numerical experiments show that the algorithm is feasible and effective.
Keywords:equilibrium problem  nonlinear complementarity problem  trust region  global convergence  
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