【摘要】 本文研究了求解线性互补约束规划问题的算法问题.首先基于广义互补函数和摄动技术将问题转化为带参数的非线性优化问题,利用SlQP-Filter算法方法,求解线性互补约束规划问题的一种Filter算法.在适当条件下,证明了该算法的全局收敛性.更多还原

【Abstract】 An SlQP-Filter algorithm for solving mathematical programming with linear complementarity constraints is presented in this paper.First,the problem is be transformed into nonlinear optimization problem containing a parameter by means of generalized complementary function and perturbation technique,Secondly,the algorithm solving this general nonlinear optimization problem is designed by using SlQP-Filter method.Lastly,under some conditions,the global convergence of algorithm is proved.更多还原