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| 摘要: |
| 本文研究了求解线性互补问题的一类新方法:把线性互补问题转化为多目标优化问题,利用多目标优化有效解的定义,给出了零有效解的概念;进而获得多目标优化问题的零有效解就是线性互补问题的最优解.最后给出了有解、无解线性互补问题,并分别把这些问题转化为多目标优化,采用极大极小方法求解转化后的多目标优化问题.数值实验结果表明了该方法的正确性和有效性,完善了文献[19]的数值结果. |
| 关键词: 线性互补问题 多目标优化问题 极大极小方法 |
| DOI： |
| 分类号:O221.7 |
| 基金项目:国家自然科学基金资助(60974082);陕西省教育厅科研计划项目(12JK0863);西安电子科技大学研究生创新基金项目(K50513100004). |
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| LINEAR COMPLEMENTARITY PROBLEM ANDMULTIOBJECTIVE OPTIMIZATION |
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YONG Long-quan,LIU San-yang,DENG Fang-an,ZHANG Jian-ke,YANG Guo-ping
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| Abstract: |
| A new method is proposed for the linear complementarity problem (LCP). First we reduce the LCP into a multiobjective optimization problem (MOP), and we deflne zero-efficient solution based on the efficient solution to MOP. Then we indicate that zero-efficient solution to the MOP is also the solution to the LCP. Finally some solvable and unsolvable LCP examples are transformed respectively into MOP and solved by minimax method. Numerical results indicate that the proposed method is efiective, which improved numerical results in [19]. |
| Key words: linear complementarity problem multiobjective optimization problem minimax method |
