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投稿时间：2007-08-30
投稿时间：2007-08-30
中文摘要: 讨论了利用NCP函数将KKT条件转化为与之等价的一个半光滑等式,并针对求解这个半光滑KKT等式的混合拟牛顿算法,在比较弱的条件下,证明了算法所计算的序列中原问题变量的超线性收敛性.
Abstract:A semismooth equation obtained by an NCP function for the KKT first-order optimality conditions and a mixed quasi-newton method for this equation are discussed.The superlinear convergence of the primal variables under milder conditions is proved.
keywords: KKT equation semismooth superlinear convergence
文章编号：20070423 中图分类号： 文献标志码：
基金项目:上海高校优秀青年教师科研专项基金(Z-2006-23).
| 作者 | 单位 |
| 贺君燕 | 上海电力学院 数理系, 上海 200090 |
| Author Name | Affiliation |
| HE Jun-yan | Dept. of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 200090, China |
引用文本：
贺君燕.求解半光滑KKT等式算法的快速收敛性[J].上海电力大学学报,2007,23(4):400-402.
HE Jun-yan.Fast Convergence of Solving Semismooth KKT Equation[J].Journal of Shanghai University of Electric Power,2007,23(4):400-402.
贺君燕.求解半光滑KKT等式算法的快速收敛性[J].上海电力大学学报,2007,23(4):400-402.
HE Jun-yan.Fast Convergence of Solving Semismooth KKT Equation[J].Journal of Shanghai University of Electric Power,2007,23(4):400-402.