A generalized project metric algorithm for mathematical programs with equilibrium constraints
作者: Minglei FangZhibin Zhu
作者单位: 1College of Science, Anhui University of Science and Technology, Huainan, 232001, PR China
2School of Mathematics and Computational Sciences, Guilin University of Electronic Technology, Guilin, 541004, PR China
刊名: Journal of Computational and Applied Mathematics, 2015, Vol.288 , pp.99-115
来源数据库: Elsevier Journal
DOI: 10.1016/j.cam.2015.04.007
关键词: Mathematical programs with equilibrium constraintsGeneralized project metric algorithmGlobal convergenceSuperlinear convergence
原始语种摘要: Abstract(#br)This paper discusses a kind of mathematical programs with equilibrium constraints (MPEC for short). 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. Then, we combine a generalized gradient projection matrix with penalty function technique to given a generalized project metric algorithm with arbitrary initial point for the (MPEC) problems. In order to avoid Mataros effect, a high-order revised direction is obtained by an explicit formula. Under some relative weaker conditions, the proposed method is proved to possess global convergence and superlinear convergence.
全文获取路径: Elsevier  (合作)

  • generalized 广义
  • mathematical 数学的
  • algorithm 算法
  • metric 米制的
  • constraints 系统规定参数
  • equilibrium 平衡
  • project 凸出