| 互补约束问题的信赖域算法 |
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| 引用本文： | 薛丽红,王瑞.互补约束问题的信赖域算法[J].集宁师专学报,2007,29(4):1-8. |
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| 作者姓名： | 薛丽红 王瑞 |
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| 作者单位： | 内蒙古工业大学理学院数学系,内蒙古,呼和浩特,010051 |
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| 摘 要： | 本文构造了一种新的互补问题的价值函数,从而把互补约束问题等价地转化为一般约束优化问题.紧接着,本文给出了信赖域算法,并证明了其算法的全局收敛.
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| 关 键 词： | 互补约束问题 乘子 全局收敛 |
| 文章编号： | 1009-7171(2007)04-0001-08 |
| 修稿时间： | 2007年10月10 |
A Trust Region Algorithm for Mathematical Programs with Complementarity Constraints |
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| XUE Lihong,WANG Rui.A Trust Region Algorithm for Mathematical Programs with Complementarity Constraints[J].Journal of Jining Teachers College,2007,29(4):1-8. |
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| Authors: | XUE Lihong WANG Rui |
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| Abstract: | A new merit function of complementarity problem was constructed,and we equivalently trans-formed mathematical programs with complementarity constraints into general constrained optimization problems.Then,the trust region method was provided,and the global convergence was shown. |
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| Keywords: | Mathematical Programs with Complementarity Constraints Multiplier Global Conver-gence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
