半无限规划的一个ODE型滤子算法  

An ODE-type Filter Algorithm for Solving A Class of Semi-Infinite Programming

作　　者：林海蝉[1] 欧宜贵[1] 

机构地区：[1]海南大学信息科学技术学院,海南海口570228

出　　处：《海南大学学报（自然科学版）》2009年第3期228-233,共6页Natural Science Journal of Hainan University

基　　金：海南省自然科学基金项目(80552);海南省教育厅基金项目(HJSK200730)

摘　　要：借助于NCP函数和滤子技术,提出了求解一类半无限规划问题的ODE型的滤子算法.该算法在每一步迭代时,仅需求一线性方程组系统.从计算的角度来说,这一技巧一般可减少计算量.在适当的假设条件下,该算法还是整体收敛的.In this paper, a filter algorithm for solving a class of semi-infinite programming was proposed. At each iteration, it was only necessary that a system of linear equations be solved. From a computational point of view, it was very possible that the approach reduce computational effort. Under fitful conditions, it was proven that this algorithm is globally convergent.

关 键 词：半无限规划 ODE型信赖域算法 KKT点 F-B NCP函数 

分 类 号：O221[理学—运筹学与控制论]