求解一类MPEC问题的一种UV-分解方法

基金项目: 国家自然科学基金资助项目(10372063;10771026;10471015)

A UV-Decomposed Method for Solving an MPEC Problem

School of Science Courses, Shenyang Institute of Aeronautical Engineering, Shenyang 110136, P. R. China;

摘要: 给出了求解具有线性互补约束的MPEC问题的一种UV-分解方法．首先将MPEC问题化为非线性规划问题，给出一种相应的罚函数的次微分结构及其UV-分解的结果，根据所得到的结果构造一个具有超线性收敛速度的概念型算法．
- 非光滑优化 /
- 非线性规划 /
- 次微分 /
- UV[KG*4]-分解 /
- U-Lagrange函数 /
- MPEC问题
Abstract: A UV-decomposition method for solving an MPEC problem with linear complementarity constraints is presented.First of all the problem was converted into a nonlinear programming one,and the structure of subdifferential of a corresponding penalty function and results of its UV-decomposition were given.Then a conceptual algorithm for solving this problem with a superlinear convergence rate was constructed in terms of the results obtained.
- nonsmooth optimization /
- nonlinear programming /
- subdifferential /
- UV-decomposition /
- U-Lagrangian /
- MPEC problem

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