利用一个新的互补函数及光滑近似法的思想将线性互补约束均衡问题转化为等价的光滑非线性方程组来求解。提出了一种基于线搜索规则的SQP算法,并在非退化假设条件下得到该算法是全局收敛性结果。
Equilibrium problem with linear complementary constraints can be reformulated as the solution to a smoothing nonlinear system of equations by means of a complementary function and the smoothing approximation method. An SQP algorithm is proposed for the smoothing nonlinear programming based on line search. The pro- posed algorithm is proved to be convergent globally under nondegeneracy condition.