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A UV-decomposed method for solving an MPEC problem

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【作者】 单锋； 庞丽萍； 朱丽梅； 夏尊铨；

【Author】 SHAN Feng PANG Li-ping ZHU Li-mei XIA Zun-quan 1.School of Science Courses,Shenyang Institute of Aeronautical Engineering,Shenyang 110136,P.R.China; 2.CORA,Department of Applied Mathematics,Dalian University of Technology,Dalian 116024,P.R.China

【机构】 School of Science Courses Shenyang Institute of Aeronautical Engineering； CORA； Department of Applied Mathematics； Dalian University of Technology； School of Science Courses； Shenyang Institute of Aeronautical Engineering； Shenyang 110136； P.R.China； Dalian 116024；

【摘要】 <正>A UV-decomposition method for solving a mathematical program with equilibrium constraints(MPEC)problem with linear complementarity constraints is pre- sented.The problem is first converted into a nonlinear programming one.The structure of subdifferential a corresponding penalty function and results of its UV-decomposition are given.A conceptual algorithm for solving this problem with a superlinear convergence rate is then constructed in terms of the obtained results.

【Abstract】 A UV-decomposition method for solving a mathematical program with equilibrium constraints(MPEC)problem with linear complementarity constraints is pre- sented.The problem is first converted into a nonlinear programming one.The structure of subdifferential a corresponding penalty function and results of its UV-decomposition are given.A conceptual algorithm for solving this problem with a superlinear convergence rate is then constructed in terms of the obtained results.

【关键词】 nonsmooth optimization； nonlinear programming； subdifferential； UVdecomposition； U-Lagrangian； MPEC problem；
【Key words】 nonsmooth optimization； nonlinear programming； subdifferential； UVdecomposition； U-Lagrangian； MPEC problem；
【基金】 Project supported by the National Natural Science Foundation of China(Nos.10372063,10771026 and 10471015)
  • 【文献出处】 Applied Mathematics and Mechanics(English Edition) ,应用数学和力学(英文版) , 编辑部邮箱 ,2008年04期
  • 【分类号】O224
  • 【被引频次】1
  • 【下载频次】35
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