| 均衡约束最优化的一个共轭投影梯度算法 |
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| 引用本文： | 房明磊,朱志斌,张聪,陈凤华.均衡约束最优化的一个共轭投影梯度算法[J].山西大学学报(自然科学版),2011,34(2):190-197. |
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| 作者姓名： | 房明磊 朱志斌 张聪 陈凤华 |
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| 作者单位： | 1. 安徽理工大学,理学院,安徽,淮南,232001
2. 桂林电子科技大学,数学与计算科学学院,广西,桂林,541004 |
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| 基金项目： | 国家自然科学基金(11061011); 广西自然科学基金(桂科自0728206); 安徽自然科学基金(KJ2009B031ZKJ2009B072Z); 高校省级优秀青年人才基金(2009SQRZ054) |
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| 摘 要： | 讨论均衡约束最优化问题,利用一个互补函数和扰动技术将原问题转换为非线性等式和不等式约束最优化问题,结合罚函数法提出了一个共轭投影梯度算法,在适当的条件下,证明了算法的全局收敛性,且具有超线性收敛性.
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| 关 键 词： | 均衡约束 共轭投影梯度 全局收敛性 超线性收敛性 |
A Conjugate Projection Gradient Method for Mathematical Program with Equilibrium Constraints |
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| FANG Ming-lei,ZHU Zhi-bin,ZHANG Cong,CHEN Feng-hua.A Conjugate Projection Gradient Method for Mathematical Program with Equilibrium Constraints[J].Journal of Shanxi University (Natural Science Edition),2011,34(2):190-197. |
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| Authors: | FANG Ming-lei ZHU Zhi-bin ZHANG Cong CHEN Feng-hua |
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| Institution: | FANG Ming-lei1,ZHU Zhi-bin2,ZHANG Cong2,CHEN Feng-hua2(1.College of Science,Anhui University of Science & Technology,Huainan 232001,China,2.School of Mathematics and Computational Sciences,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | A kind of mathematical with equilibrium constraints(MPEC) was discussed.By using a complementarity function and a kind of disturbed technique,the original(MPEC)problem is transformed into a nonlinear equality and inequality constrained optimization problem.Moreover,we introduce a new algorithm for the solution of the(MPEC)problem by introducing a conjugate projection gradient method.Under some suitable conditions,the proposed method is proved to possess global convergence and superlinear convergence. |
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| Keywords: | mathematics programs with equilibrium constraints conjugate projection gradient method global convergence superlinear convergence |
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