求解含平衡约束数学规划的熵函数法  

An entropy function method for mathematical programs with equilibrium constraints

作　　者：徐俊文[1] 陈国庆[1] 

机构地区：[1]内蒙古大学理学院数学系

出　　处：《高校应用数学学报（A辑）》2003年第4期392-400,共9页Applied Mathematics A Journal of Chinese Universities(Ser.A)

基　　金：国家自然科学基金(19701016);教育部骨干教师资助计划资助;内蒙古师范大学青年科研基金

摘　　要：提出求解含平衡约束数学规划问题(简记为MPEC问题)的熵函数法.在将原问题等价改写为单层非光滑优化问题的基础上,通过熵函数逼近,给出求解MPEC问题的序列光滑优化方法.证明了熵函数逼近问题解的存在性和算法的全局收敛性.数值算例表明了算法的有效性.An entropy function method for solving mathematical programs with equilibrium constraints (MPEC) is proposed in this paper.Based on reformulating the original MPEC into a one\|level nonsmooth optimization problem by using the entropy function approximation,a sequential smooth constrained minimization method for solving MPECs is presented.Under the condition that the variational inequality constraint is strongly monotone,the existence of the solution to the approximating smooth constrained minimization problem is proved and the global convergence of the method is obtained.Some numerical results are presented.

关 键 词：变分不等式 平衡约束 熵函数法 数学规划 

分 类 号：O221[理学—运筹学与控制论]