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和不等式约束最优化问题,结合罚函数法提出了一个共轭投影梯度算法,在适当的条件下,证明了算法的全局收敛性,且具有超线性收敛性.
A kind of mathematical with equilibrium constraints(MPEC) was discussed.By using a complementarity function and a kind of disturbed technique,the original(MPEC)problem is transformed into a nonlinear equality and inequality constrained optimization problem.Moreover,we introduce a new algorithm for the solution of the(MPEC)problem by introducing a conjugate projection gradient method.Under some suitable conditions,the proposed method is proved to possess global convergence and superlinear convergence.