Inverse problems and solution methods for a class of nonlinear complementarity problems

doi:10.1007/s10589-009-9294-x

科研成果详情

题名	Inverse problems and solution methods for a class of nonlinear complementarity problems
作者	Zhang，Jian Zhong 1; Jian，Jin Bao 2; Tang，Chun Ming 2
发表日期	2011
发表期刊	Computational Optimization and Applications
ISSN/eISSN	0926-6003
卷号	49 期号:2 页码:271-297
摘要	In this paper, motivated by the KKT optimality conditions for a sort of quadratic programs, we first introduce a class of nonlinear complementarity problems (NCPs). Then we present and discuss a kind of inverse problems of the NCPs, i.e., for a given feasible decision x̄, we aim to characterize the set of parameter values for which there exists a point ȳ such that x̄ȳ forms a solution of the NCP and require the parameter values to be adjusted as little as possible. This leads to an inverse optimization problem. In particular, under l, l and Frobenius norms as well as affine maps, this paper presents three simple and efficient solution methods for the inverse NCPs. Finally, some preliminary numerical results show that the proposed methods are very promising. © 2009 Springer Science+Business Media, LLC.
关键词	Inverse optimization Inverse problems Nonlinear complementarity problems Quadratic program
DOI	10.1007/s10589-009-9294-x
URL	查看来源
语种	英语English
Scopus入藏号	2-s2.0-79956158480
引用统计	被引频次：6[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/6610
专题	北师香港浸会大学
作者单位	1.United International College,Beijing Normal University,Hong Kong Baptist University,Zhuhai,China 2.College of Mathematics and Information Science,Guangxi University,Nanning 530004,China
第一作者单位	北师香港浸会大学
推荐引用方式 GB/T 7714	Zhang，Jian Zhong,Jian，Jin Bao,Tang，Chun Ming. Inverse problems and solution methods for a class of nonlinear complementarity problems[J]. Computational Optimization and Applications, 2011, 49(2): 271-297.
APA	Zhang，Jian Zhong, Jian，Jin Bao, & Tang，Chun Ming. (2011). Inverse problems and solution methods for a class of nonlinear complementarity problems. Computational Optimization and Applications, 49(2), 271-297.
MLA	Zhang，Jian Zhong,et al."Inverse problems and solution methods for a class of nonlinear complementarity problems". Computational Optimization and Applications 49.2(2011): 271-297.