线性互补约束优化问题的一个序列线性方程组算法  

An SSLE algorithm for optimization problem with linear complementarity contraints

作　　者：黎健玲[1] 简金宝[1] 

机构地区：[1]广西大学数学与信息科学学院,广西南宁530004

出　　处：《广西大学学报（自然科学版）》2003年第3期209-213,共5页Journal of Guangxi University（Natural Science Edition）

基　　金：国家自然科学基金(10261001);广西科学基金(0236001)

摘　　要：本文讨论线性互补约束规划问题.首先利用一个广义互补函数和摄动技术将问题转化为含参数μ的一般非线性优化问题,然后利用特殊形式的罚函数作为效益函数,建立问题的一个序列线性方程组算法.在适当的条件下,证明了该算法具有全局收敛性.A special kind of optimization problems with linear complementarity constraints was studied. At first, by a generalized complementarity function and perturbative technique, the discussed problem is transformed into a family of general nonlinear optimization problems containing parameters. Secondly, by a special penalty function as merit function,a sequential systems of linear equations algorithm was established.Three systems of equations solved at each iteration have the same coefficients.Under some suitable conditions, the algorithm is proved to possess global convergence.

关 键 词：互补约束 序列线性方程组 算法 全局收敛 

分 类 号：O221.2[理学—运筹学与控制论]