本文研究了一类均衡约束最优化问题.利用广义梯度投影法,结合罚函数思想,得到了一个初始点可以任意的广义梯度投影算法.在较弱的条件下,证明了算法的全局收敛性.
In this article, we consider the mathematical program with equilibrium constraints. By using a generalized gradient projection method and penalty function strategy, we obtain a gradient projection algorithm of which the initial point is arbitrary. Under some relative weaker conditions, the proposed method is proved to possess global convergence.