The KKT conditions of a nonlinear programming with linear inequality constrains can be transformed into a system of equations by NCP function. Then it is smoothed by Entropy smoothing function.
带不等式约束的非线性规划,其KKT条件可以通过NCP函数转化为一个非光滑的方程组,然后用熵光滑化函数光滑化,得到一个带参数的方程组。
In this paper, we present a new nonlinear complementarity (NCP) function which is piecewise linear-rational, regular pseudo-smooth and has nice properties.
提出了新的弱正则伪光滑非线性互补(ncp)函数,该函数具有良好的性质。
A smoothing function which can be approximated by NCP-function is given and the smoothing Newton method is applied to resolve this nonsmooth operator equation.
构造一个光滑化函数逼近NCP函数,利用光滑化牛顿法求解此非光滑算子方程。
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