Solving complementarity problem based on maximum-entropy harmony search algorithm
求解互补问题的极大熵和声搜索算法*

Aiming at the difficulty of fact that classical algorithms unable to obtain many solutions to complementarity problem, a new method, referred to as harmony search algorithm was presented. First, complementarity problem is reformulated as a system of nonsmooth equations via an NCP-function, a smoothing approximation to the nonsmooth equations is given by the aggregate function, furthermore, complementarity problem can be transformed into unconstrained optimization, then using the harmony search 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.