非线性互补约束均衡问题的改进SQP算法  

An improved SQP algorithm for mathematical programs with nonlinear complementarity constraints

作　　者：耿振杰[1] 朱志斌[1] 黄青群[2] 

机构地区：[1]桂林电子科技大学数学与计算科学学院,广西桂林541004 [2]河池学院数学系,广西宜州546300

出　　处：《桂林电子科技大学学报》2011年第6期494-497,共4页Journal of Guilin University of Electronic Technology

基　　金：国家自然科学基金(11061011);广西高校优秀人才资助计划项目([2009]156)

摘　　要：为了对可行序列二次规划算法进行研究与创新,利用逐步逼近思想,对互补约束条件光滑化,将均衡问题等价转化为一个光滑的标准非线性规划问题,进而利用序列二次规划算法思想求解。给出了SQP算法中辅助方向的存在性分析和具体求解方法,使算法更加合理可行。In this thesis,we make an investigation on feasible sequential quadratic programming algorithm.At first,complementary constraints are smoothed with the idea of successive approximation,and the mathematical programming with equilibrium constraints is changed equivalently a standard smooth nonlinear programming.Then,the smooth nonlinear programming is solved by the idea of above-mentioned sequential quadratic programming algorithms.The existence and detailed solution procedure of the auxiliary direction for the SQP method is presented,which makes the existing algorithm more reasonable and feasible.

关 键 词：非线性互补约束均衡问题 SQP算法 MFCQ条件 Schur-补 

分 类 号：O221.2[理学—运筹学与控制论]