非线性互补约束优化问题的可行性条件.pdfVIP

D 26 D 4 Q K N w Vol. 26 No. 4 2003 M 10 ACTA MATHEMATICAE APPLICATAE SINICA Oct., 2003
   ∗    (qJxX 410082)   TstPwStts zDCzP (e) lDMzP (y) hSTtn stPwb  PntvduTs SQP, 1  OmsOv (MPEC) mpssAkAk syguruUAkpgOms rXUvAUfVaCByO (d) WCLyO (x) gVOmsscRAkAkssLgCL yO ( [1–4]). RGcVN MPEC fuoPN (Ha SQP PN) sdfYS [5] CB MPEC U minimize f (x, y) subject to Ax + By = b, (1.1) ω = Nx + My − q, T ω y = 0, x ∈ C, y ≥ 0, ω ≥ 0, Rs f : Rn+m → R A ∈ Rp ×n , B ∈ Rp ×m , N ∈ Rm ×n k M ∈ Rm ×m D m C Rn sJFzOmsmr ca B Sr MPEC 2  !#$ E MPEC: minimize f (x, y) subject to g (x, y) = 0, (2.1) h(x, y) ≥ 0, 0 ≤ y ⊥ F (x, y) ≥ 0, 2000 N 12 12 o2003 N7 2 oYZ ∗ eZ j) wI 4 Q tuqTstPw 647 n+m n+m l n+m p n+m m Rs f : R → R, g : R → R , h : R → R , F : R → R x CByO (d) y CLyO (x) Omsu x S r 0 ≤ y ⊥ F (x, y) ≥ 0. iH (2.1), EHd (A ) bgk 1 [ gT , − hT ]u + F T v = 0 x x x T T T −→ vo [ g , − h ]u + F v = 0 (2.2) vo [ gT , − hT ]u + F T v ≤ 0 y y y y y y Rs o l Hadamard (A ) S S S