本文提出了一类隐互补约束优化问题的磨光SQP算法.首先,我们给出了这类优化问题的最优性和约束规范性条件.然后,在适当假设条件下,我们证明了算法具有全局收敛性.
In this paper, we propose a smooth SQP algorithm for mathematical programs with implicit complementarity constraints (MPEC). We first present the optimality condition and the constraint qualification conditions about this class of MPECs. Then, under some suitable assumptions, we prove that the proposed algorithm has global convergence.