【摘要】 本文研究非线性互补约束优化问题,利用Fischer—Burmeister函数将非线性互补问题转化为非光滑方程,提出一个求解非线性互补约束问题的SQP算法,并在适当的假设下证明这个算法是全局收敛的.更多还原

【Abstract】 In this paper,mathematical problems with nonlinear complementarity con- straints are considered.By means of Fischer-Burmeister function,the nonlinear complemen- tarity condition is transformed into a nonsmooth equation.Then,during the iteration,a corresponding smooth system approximates the nonsmooth equation.The smooth optimiza- tion is solve by SQP algorithm for standard constrained optimization.Global convergence of the algorithm is established under appropriate assumptions.更多还原