| 一类非线性互补约束均衡问题的可行性条件 |
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| 引用本文： | 段复建,范林,房明磊.一类非线性互补约束均衡问题的可行性条件[J].黑龙江大学自然科学学报,2009,26(5). |
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| 作者姓名： | 段复建 范林 房明磊 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,桂林,541004 |
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| 基金项目： | 国家自然科学基金资助项目(10861005);;广西自然科学基金资助项目(0728206);;安徽自然科学基金资助项目(KJ2009B072Z) |
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| 摘 要： | 均衡约束优化问题在经济领域有着广泛的应用。研究了一类非线性互补约束均衡问题的可行性条件,其中约束条件不仅含有互补约束,而且还含有包括第一水平变量和第二水平变量的非线性约束,给出了两个新的假设,进而推广了线性互补约束优化问题的可行性条件。在一定条件下,分别证明了非线性互补约束的均衡问题是可行的和一类均衡问题中的SQP算法子问题的可行域非空。
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| 关 键 词： | 均衡问题 可行性条件 非线性互补约束 SQP 对偶锥 |
Feasibility conditions on a class of mathematical programs with nonlinear complementarity equilibrium constraints |
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| DUAN Fu-jian,FAN Lin,FANG Ming-lei.Feasibility conditions on a class of mathematical programs with nonlinear complementarity equilibrium constraints[J].Journal of Natural Science of Heilongjiang University,2009,26(5). |
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| Authors: | DUAN Fu-jian FAN Lin FANG Ming-lei |
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| Institution: | School of Computing Science and Mathematics;Guilin University of Electronic Technology;Guilin 541004;China |
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| Abstract: | Mathematical programs with equilibrium constraints(MPEC for short)is widely applied in economic field.Feasibility conditions on a class of mathematical programs with nonlinear complementarity equilibrium constraints are considered,where the constraints not only include complementarity constraints,but also nonlinear constraints presented by the first level and the second level variables.Two new assumptions are given,and further,the feasibility conditions for the mathematical program with linear complementari... |
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| Keywords: | mathematical program with equilibrium constraints feasibility conditions nonlinear complementarity constraints SQP dual cone |
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