求解一类MPEC问题的一种UV-分解方法  

A UV-Decomposed Method for Solving an MPEC Problem

作　　者：单锋[1] 庞丽萍[2] 朱丽梅[1] 夏尊铨[2] 

机构地区：[1]沈阳航空工业学院理学院,沈阳 110136 [2]大连理工大学最优化研究与应用中心、应用数学系,辽宁大连 116024

出　　处：《应用数学和力学》2008年第4期483-488,共6页Applied Mathematics and Mechanics

基　　金：国家自然科学基金资助项目(103720631077102610471015)

摘　　要：给出了求解具有线性互补约束的MPEC问题的一种UV-分解方法.首先将MPEC问题化为非线性规划问题,给出一种相应的罚函数的次微分结构及其UV-分解的结果,根据所得到的结果构造一个具有超线性收敛速度的概念型算法.A UV-decomposition method for solving an MPEC problem with linear complementarity constraints is presented.First of all the problem was converted into a nonlinear programming one, and the structure of subdifferential of a corresponding penalty function and results of its UV-decomposition were given. Then a conceptual algorithm for solving this problem with a superlinear convergence rate was constructed in terms of the results obtained.

关 键 词：非光滑优化 非线性规划 次微分 UV-分解 U-Lagrange函数 MPEC问题 

分 类 号：O224[理学—运筹学与控制论] O221.2[理学—数学]