Solving complementarity problem based on maximum-entropy differential evolution algorithm
求解互补问题的极大熵差分进化算法

Aiming at the difficulty of fact that classical algorithms unable to obtain many solutions to complementarity problem, presented a new method, referred to as differential evolution algorithm. First, reformulated complementarity problem as a system of nonsmooth equations via an NCP-function, given a smoothing approximation to the nonsmooth equations by the aggregate function, furthermore, complementarity problem could be transformed into unconstrained optimization, then using the differential evolution algorithm to solve this problem. The objective function of the algorithm does not require analytical nature and easy to achieve, numerical results show that the method is effective in solving complementarity problem.