本文研究非线性互补约束均衡问题.利用光滑近似法的思想及罚函数思想,把非线性互补约束均衡问题转化为一光滑非线性规划问题,该光滑非线性规划问题通过一个新的QP-free算法求解.特别地,不需要严格互补假设条件以及不需要Hessian阵估计正定的假设条件,算法仍具有强全局收敛性.
In this paper, the mathematical programming with equilibrium constraints (MPEC) is studied. By using the idea of smoothing approximation and the idea of penalty function, the MPEC is transformed into a nonlinear programming, and a QP-free algorithm is proposed for the MPEC problem. In particular, the proposed algorithm is still strong global convergent without the strict complementarity and the nositive definiteness on the Hessian estimate.