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广西壮族自治区自然科学基金(s0728206)

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发文基金:中国博士后科学基金国家自然科学基金广西壮族自治区自然科学基金更多>>
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An SQP algorithm for mathematical programs with nonlinear complementarity constraints
2009年
In this paper,we describe a successive approximation and smooth sequential quadratic programming(SQP) method for mathematical programs with nonlinear complementarity constraints(MPCC).We introduce a class of smooth programs to approximate the MPCC.Using an l1 penalty function,the line search assures global convergence,while the superlinear convergence rate is shown under the strictly complementary and second-order suffcient conditions.Moreover,we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints(MPEC) when the algorithm terminates finitely.
朱志斌简金宝张聪
关键词:SQP算法序列二次规划收敛速率
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