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SOLVING A CLASS OF QUADRATIC PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS VIA A MAJORIZED PENALTY APPROACH

机译:通过线性罚法来解决一类具有线性互补约束的二次程序

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摘要

This paper aims to solve a class of quadratic programming with linear complementarity constraints (QPLCCs). We transit it to an equivalent quadratic programming with nonsmooth equation constraints, and partially penalize the problem by setting the nonsmooth equation constraints as the penalty term. And then, we apply the majorization approach to solve the penalty form. We prove that this partially penalty method is exact. At last, by solving a sequence of convex semismooth quadratic optimization problems with linear constraints, the QPLCC is solved and the convergence analysis is obtained. Numerical results are displayed at the ending of this paper.
机译:本文旨在解决一类具有线性互补约束(QPLCC)的二次编程。我们将其转换为具有非光滑方程约束的等效二次规划,并通过将非光滑方程约束设置为惩罚项来部分惩罚该问题。然后,我们采用主化方法来求解惩罚形式。我们证明了这种部分惩罚方法是正确的。最后,通过求解带线性约束的凸半光滑二次优化问题序列,求解了QPLCC,并进行了收敛性分析。数值结果显示在本文的结尾。

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