讨论均衡约束最优化问题,利用一个互补函数和扰动技术将原问题转换为非线性等式约束最优化问题,然后利用共轭梯度投影算法的思想,给出了问题的一个求解算法,在适当的条件下,证明了算法的全局收敛性.
The paper discusses a kind of mathematical programs with equilibrium constraints(MPEC). By using a complementarity function and a kind of disturbed technique,the original (MPEC) problems were transformed into a nonlinear equality constrained optimiza- tion problem. Then,we propose an algorithm for the solution of (MPEC) problems by intro- ducing a conjugate gradient projection algorithm. Under some suitable conditions, the pro- posed method is proved to possess global convergence.