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半无限规划的一个ODE型滤子算法
引用本文:林海蝉,欧宜贵.半无限规划的一个ODE型滤子算法[J].海南大学学报(自然科学版),2009,27(3):228-233.
作者姓名:林海蝉  欧宜贵
作者单位:海南大学信息科学技术学院,海南,海口,570228
基金项目:海南省自然科学基金项目,海南省教育厅基金项目 
摘    要:借助于NCP函数和滤子技术,提出了求解一类半无限规划问题的ODE型的滤子算法.该算法在每一步迭代时,仅需求一线性方程组系统.从计算的角度来说,这一技巧一般可减少计算量.在适当的假设条件下,该算法还是整体收敛的.

关 键 词:半无限规划  ODE型信赖域算法  KKT点  F-B  NCP函数

An ODE-type Filter Algorithm for Solving A Class of Semi-Infinite Programming
LIN Hai-chan,OU Yi-gui.An ODE-type Filter Algorithm for Solving A Class of Semi-Infinite Programming[J].Natural Science Journal of Hainan University,2009,27(3):228-233.
Authors:LIN Hai-chan  OU Yi-gui
Institution:(College of Information Science and Technology, Hainan University, Haikou 570228, China)
Abstract:In this paper, a filter algorithm for solving a class of semi-infinite programming was proposed. At each iteration, it was only necessary that a system of linear equations be solved. From a computational point of view, it was very possible that the approach reduce computational effort. Under fitful conditions, it was proven that this algorithm is globally convergent.
Keywords:F-B
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