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An Algorithm for Solving Multiobjective Programswith Equilibrium Constraints

JIANG Zhi-xia1, LIU Yu-ning2, YANG Yi-hua3   

  1. 1. Department of Applied Mathematics,Changchun University of Science and Technology,Changchun 130022, China; 2. Changchun Vanda Software Group, Changchun 130022, China; 3. Department of Science and Technology,Changchun University of Broadcast and Television, Changchun 130021, China
  • Received:2004-08-27 Revised:1900-01-01 Online:2005-05-26 Published:2005-05-26
  • Contact: JIANG Zhi-xia

Abstract: The present paper presents a new problem, whose object is multiobjective and whose constraint is nonlinear inequality and variationa l inequality. This problem belongs to MPEC problem (mathematical programs with e quilibrium constraints), whose sufficient and necessary optimalit y conditons are given in this paper. By means of this su fficient condition the VPEC problem is transfered to a usual optimizational prob lem with constraints. An algorithm to solve this problem, i.e., the l1 penalty function is given. In the end an example is given.

Key words: VPEC problem, variational inequality, l1 penalty function, KKT conditions

CLC Number: 

  • O221.6