摘要
在Fischer-Burmeister非线性互补函数的基础上,得到了半无限规划问题的一个新的一阶必要条件,并将半无限规划问题转化成一个光滑的无约束优化问题,给出了适合该问题的一个Damp-Newton算法,数值例子表明:算法结构简单、数值计算有效。
This paper mainly discusses the semi-infinite programming problems based on the Fischer-Burmeister NCP function and get a new first order necessary condition for SIP,and then reformulate the non-smooth equations as a smooth unconstrained optimization problem.A globally convergent Damp-Newton algorithm is given,and the proof of the algorithm convergence is also presented in this paper.Numerical tests suggest that this method has not only a simple structure,but also a good effect of numerical calculation.
出处
《山东科技大学学报（自然科学版）》
CAS
2007年第1期83-86,共4页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
半无限规划
非线性互补函数
一阶必要条件
算法
收敛性
SIP
NCP funetion
first order necessary condition
Damp-Newton algorithm, convergence
