给出了求解具有线性互补约束的MPEC问题的一种UV-分解方法。首先将MPEC问题化为非线性规划问题,给出一种相应的罚函数的次微分结构及其UV-分解的结果,根据所得到的结果构造一个具有超线性收敛速度的概念型算法.
A UV-decomposition method for solving an MPEC problem with linear complementarity constraints is presented.First of all the problem was converted into a nonlinear programming one, and the structure of subdifferential of a corresponding penalty function and results of its UV-decomposition were given. Then a conceptual algorithm for solving this problem with a superlinear convergence rate was constructed in terms of the results obtained.