求解线性互补约束问题的一个SQP方法
A SQP Method for Linear Complementary Constraints Problem
DOI: 10.12677/AAM.2019.88164, PDF,    科研立项经费支持
作者: 黄青群：河池学院数学与统计学院，广西 宜州
关键词: 均衡问题；罚函数；SQP法；全局收敛；Complentarity Problem； Penalty Function； SQP Method； Global Convergence
摘要: 对线性互补约束优化问题，利用一个连续可微的光滑互补函数，光滑系数趋于零时，原问题转化为光滑非线性规划问题，再利用SQP算法来求解该光滑非线性规划问题。在适当的条件下，该算法具有全局收敛性，最后给出了数值实验，也证明了该算法是有效的。
Abstract: In this paper, equilibrium problem with linear equilibrium constrains is studied. By using a smoothing complimentarily function which is differentiable everywhere, when smoothing parameter tends to zero, the original problem is equivalently transformed to a smoothing nonlinear optimization, then the smooth nonlinear optimization is solved by SQP algorithm. The algorithm converges globally under certain conditions. Finally, numerical experiments are given to prove the effectiveness of the algorithm.
文章引用：黄青群. 求解线性互补约束问题的一个SQP方法[J]. 应用数学进展, 2019, 8(8): 1398-1409. https://doi.org/10.12677/AAM.2019.88164

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