%0 Journal Article %T Trust-Region Filter Method with NCP Function
带NCP函数的信赖域滤子方法 %A SU Ke %A
苏珂 %J 系统科学与数学 %D 2008 %I %X Filter method was initially proposed by Fletcher and Leyffer in 2002. If the objective function value or the constrained violation is reduced,this trial point is accepted, which is the basic idea of the filter method.In this paper,the Fischer-Burmeister NCP function value is used to modify the violation function value in the filter.It is shown that the new filter method has the global convergence property. %K Filter %K trust-region %K nonlinear complementarity %K convergence
滤子 %K 信赖域 %K 非线性互补问题 %K 收敛 %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=35116028A4E702378227AFE586D04B85&yid=67289AFF6305E306&vid=D3E34374A0D77D7F&iid=59906B3B2830C2C5&sid=D5FE4D327C08DA1B&eid=39F2A646778CAD6A&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=2&reference_num=11