| 含弱互补函数的可行的无子规划算法 |
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| 引用本文： | 桂胜华,周岩.含弱互补函数的可行的无子规划算法[J].同济大学学报(自然科学版),2007,35(2):262-266. |
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| 作者姓名： | 桂胜华 周岩 |
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| 作者单位： | 1. 同济大学,数学系,上海,200092;上海第二工业大学,理学院,上海,201029
2. 同济大学,数学系,上海,200092;青岛大学,管理科学与工程学院,山东,青岛,266071 |
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| 基金项目： | 国家自然科学基金;上海市教委资助项目 |
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| 摘 要： | 用弱互补函数来代替F-B互补函数，由此而构建出四个光滑的线性方程．还修改了第二个线性方程，从而保证了迭代点的可行性和目标函数的下降性．采用修改的拟牛顿算法修正，在没有要求子矩阵H^k是一致正定的条件下，证明该算法具有全局收敛性和局部超线性收敛性．算例表明，该算法具有很好的应用前景．
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| 关 键 词： | 约束非线性规划 K-K-T点 弱非线性互补函数 超线性收敛 |
| 文章编号： | 0253-374X（2007）02-0262-05 |
| 修稿时间： | 2005-06-09 |
A QP-Free Feasible Method with Slack NCP Function |
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| GUI Shenghua,ZHOU Yan.A QP-Free Feasible Method with Slack NCP Function[J].Journal of Tongji University(Natural Science),2007,35(2):262-266. |
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| Authors: | GUI Shenghua ZHOU Yan |
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| Institution: | 1. Department of Mathematics,Tongji University,Shanghai 200092,China; 2.School of Science,Shanghai Ssecond Polytechnic University, Shanghai 201029,China; 3.Department of Management Science and Engineering, Qingdao University,Qingdao 266071 ,China |
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| Abstract: | A slack nonlinear complementarity problem(NCP) function is used to replace the F-B NCP function,and the second linear system is modified to ensure the descent of the search direction and the feasibility of the iteration.The method is based on a smooth equation reformulation of the KKT optimality condition.In particular,this method is globally convergent without assuming the uniformly positive definiteness of the submatrix obtained by the Newton or Quasi Newton method.It is also proved that the method has super linear convergence rate.Some preliminary numerical results indicate that this new QP-free feasible method is of promising feasibility. |
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| Keywords: | constrained optimization KKT point slack nonlinear complementarity problem function superlinear convergence |
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