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求解带互补约束的数学规划的信赖域算法(英文)
引用本文:刘国山.求解带互补约束的数学规划的信赖域算法(英文)[J].白城师范学院学报,2002(4).
作者姓名:刘国山
作者单位:中国人民大学商学院 100872
摘    要:本文提出了一种新的求解带互补约束的数学规划的信赖域算法并在不要求严格互补条件下证明了它的收敛性。

关 键 词:带平衡约束的数学规划  互补问题  信赖预算法

A trust region algorithms tor mathematical programs with nonlinear complementarity constraints
G.S.LIU.A trust region algorithms tor mathematical programs with nonlinear complementarity constraints[J].Journal of Baicheng Normal College,2002(4).
Authors:GSLIU
Abstract:in this paper, a trust region solving a mathematical program with nonlinear complementarity constraints is presented. Without the nondegeneracy assumption, it has been proven that each accumulation point of the iterative sequence produced in the algorithm is a stationary point of the original problem.
Keywords:mathematical program with equilibrium constraints  complementarity problem  trust region algorithm
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