A UV-decomposed method for solving an MPEC problem  

作　　者：单锋 庞丽萍 朱丽梅 夏尊铨 

机构地区：[1]School of Science Courses,Shenyang Institute of Aeronautical Engineering [2]CORA,Department of Applied Mathematics,Dalian University of Technology

出　　处：《Applied Mathematics and Mechanics(English Edition)》2008年第4期535-540,共6页应用数学和力学（英文版）

基　　金：Project supported by the National Natural Science Foundation of China(Nos.10372063,10771026 and 10471015)

摘　　要：uv-decomposition method for solving a mathematical program with equilibrium constraints （MPEC） problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its uv-decomposition are given. A conceptual algorithm for solving this problem with a superUnear convergence rate is then constructed in terms of the obtained results.uv-decomposition method for solving a mathematical program with equilibrium constraints （MPEC） problem with linear complementarity constraints is presented. The problem is first converted into a nonlinear programming one. The structure of subdifferential a corresponding penalty function and results of its uv-decomposition are given. A conceptual algorithm for solving this problem with a superUnear convergence rate is then constructed in terms of the obtained results.

关 键 词：nonsmooth optimization nonlinear programming subdifferential uv- decomposition u-Lagrangian MPEC problem 

分 类 号：O224[理学—运筹学与控制论] O221.2[理学—数学]