摘要
应用精确罚函数方法,将MPEC问题转化为目标函数含有罚项的一般约束优化问题。当罚因子足够大时,该约束优化问题的极小点收敛于原问题的极小点。
By using the exact penalty method, the paper turns the MPEC problem into a general constrained optimisation problem. A convergence proof is given, which proves that when the penalty parameter is big enough, the minimum point of this problem converges to that of the original MPEC problem.
出处
《计算机工程与科学》
CSCD
2007年第11期122-123,139,共3页
Computer Engineering & Science
