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中文摘要：
提出了—个求解非线性互补约束均衡问题的滤子SQP算法．借助Fischer—Burmeister函数把均衡约束转化为一个非光滑方程组，然后利用逐步逼近和分裂思想，给出一个与原问题近似的一般的约束优化．引入滤子思想，避免了罚函数法在选择罚因子上的困难．在适当的条件下证明了算法的全局收敛巨，部分的数值结果表明算法是有效的．
英文摘要：
In this paper, a new method of SQP-filter for mathematical programs with non- linear complementarity constraints is proposed. By means of F-B function, the nonlinear complementarity constraints condition is transformed into a nonsmooth equations, and then the constrained optimization problem similar to the original problem is given by the use of successive approximation and decomposition. The difficulty of choosing the penalty param- eter associated with use of penalty functions can be avoided by introducing a new concept of ＂filter＂. Under suitable conditions, the global convergence is proved. The limited numerical test shows its efficiency.
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