| 摘要: |
| 本文研究了一类均衡约束最优化问题.利用广义梯度投影法,结合罚函数思想,得到了一个初始点可以任意的广义梯度投影算法.在较弱的条件下,证明了算法的全局收敛性. |
| 关键词: 均衡约束 广义梯度投影 互补函数 全局收敛性 |
| DOI： |
| 分类号:O221.2 |
| 基金项目:国家自然科学基金，广西自然科学基金，中国博士后基金，安徽自然科学基金，高校省级优秀青年人才基金 |
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| A GENERALIZED GRADIENT PROJECTION ALGORITHM FOR MATHEMATICAL PROGRAM WITH COMPLEMENTARITY CONSTRAINTS |
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FANG Ming-lei,ZHU Zhi-bin,CHEN Feng-hua,ZHANG Cong
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FANG Ming-lei1,ZHU Zhi-bin2,CHEN Feng-hua2,ZHANG Cong2 (1.College of Science,Anhui University of Science and Technology,Huainan 232001,China) (2.School of Math. and Computational Sciences,Guilin University of Electronic Technology,Guilin 541004,China)
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| Abstract: |
| In this article, we consider the mathematical program with equilibrium constraints. By using a generalized gradient projection method and penalty function strategy, we obtain a gradient projection algorithm of which the initial point is arbitrary. Under some relative weaker conditions, the proposed method is proved to possess global convergence. |
| Key words: Mathematical program with equilibrium constraints generalized gradient projection algorithm complementarity function global convergence |
