非线性互补约束规划问题的一个新的QP-free 算法

摘要

本文研究了非线性互补约束均衡问题。利用互补函数以及光滑近似法，把非线性互补约束均衡问题转化为一个光滑非线性规划问题，得到了超线性收敛速度，数值实验结果表明本文提出的算法是可行的。%In this paper, we study the mathematical program with equilibrium constraints. By using a complementarity function and the idea of smoothing approximation method, the mathematical program with equilibrium constraints problem is transformed into a nonlinear pro-gramming, and superlinear convergence is obtained under some suitable assumptions. Numerical experiment results show that the proposed algorithm is feasible.