半无限规划的一个非线性 Lagrangian对偶模型(英文)  

A NONLINEAR LAGRANGIAN DUAL PROGRAMMING MODEL FOR SEMI-INFINITE PROGRAMMING

作　　者：杨洪礼[1] 

机构地区：[1]山东科技大学理学院,山东青岛266510

出　　处：《经济数学》2005年第1期94-99,共6页Journal of Quantitative Economics

基　　金：This work is supported by National Science Foundation of PRC grant under 10 1710 5 5 and Nature Science Foundation of Shandong province granted under (Q98A0 8116 )

摘　　要：本文给出半无限规划的一个对偶罚函数模型,该模型能处理目标函数不是凸函数的情形,从而凸(SIP)对偶为该模型的一个特例.并且,作为罚函数,本模型的罚因子比l1-罚函数要小,这使得算法更可行,最后,给出零对偶间隙证明.In this paper, we give a duality and penalization function model for semi-infinite programming, this model can deal with the problem when objective is not a convex function, so the convex SIP duality is a special case of this model, and what's more, when as a penalization, the penalty parameter is smaller than that of l_1 penalty function, which makes the algorithm performs well in practice, in the following, we give a proof that the nonlinear Lagrangian duality has zero duality gap.

关 键 词：半无限规划 拉格朗日对偶 罚函数 零对偶间隙 

分 类 号：O221[理学—运筹学与控制论]