摘要
先将非线性互补问题(NCP)转化为与其等价且有可行解的辅助问题,再将引入了信赖域方法思想的SQP方法与Filter技术相结合,提出一种求解NCP问题的信赖域-SQP-filter算法,并讨论了解的存在性和算法的全局收敛性.数值结果表明我们的算法是有效并收敛的.
This paper constructs an auxiliary problem with feasible solution , which is equivalent to the nonlinear complementarity problem . Through combining the trust region -SQP method and filter technology , a trust region -SQP-filter algorithm for solving NCP is proposed . Finally , we discuss the global convergence of the algorithm and the existence of solution for NCP . The numerical results show that our algorithm is effective and convergent .
出处
《怀化学院学报》
2014年第5期13-16,共4页
Journal of Huaihua University
基金
湖南省教育厅科学研究项目(10C1126
10B088)
