互补约束问题的一种新松弛规划及其收敛性

doi:10.12286/jssx.2015.4.374

计算数学 ›› 2015, Vol. 37 ›› Issue (4): 374-389.DOI: 10.12286/jssx.2015.4.374

互补约束问题的一种新松弛规划及其收敛性

刘兵

承德石油高等专科学校社科与数理部, 河北承德 067000; 河北省仪器仪表工程技术研究中心, 河北承德 067000

收稿日期:2014-09-19 出版日期:2015-11-15 发布日期:2015-11-19
基金资助:
承德市科学技术研究与发展计划项目(201422115);承德市软科学项目(201422123).

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刘兵. 互补约束问题的一种新松弛规划及其收敛性[J]. 计算数学, 2015, 37(4): 374-389.

Liu Bing. A new relaxation scheme for mathematical programs with general complementarity constraints and its convergence properties[J]. Mathematica Numerica Sinica, 2015, 37(4): 374-389.

A new relaxation scheme for mathematical programs with general complementarity constraints and its convergence properties

Liu Bing

Department of Social Scince and Mathematics, ChengDe Petroleum College, Chengde 067000, Hebei, China; Hebei Instruments and Meters Engineering Technology Research Center, Chengde 067000, Hebei, China

Received:2014-09-19 Online:2015-11-15 Published:2015-11-19

在G.H. Lin 与 M. Fukushima思想的启发下, 针对一般形式的互补约束问题, 本文构造了一种新的松弛规划. 通过修正和简化G.H. Lin与M. Fukushima的证明方法, 在比其更弱的假设条件下获得了该松弛规划的收敛性质.

关键词： 互补约束问题, M稳定点, S-B稳定点, B稳定点

For general mathematical programs with complementarity constraints, A new relaxation scheme was established in the paper using the idea of G.H. Lin and M. Fukushima, and the convergence results were obtained under some weaker conditions.

Key words: Complementarity constraints, M stationary, S-B-stationary, B stationary

MR(2010)主题分类:

90C99

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互补约束问题的一种新松弛规划及其收敛性

A new relaxation scheme for mathematical programs with general complementarity constraints and its convergence properties

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