Improved Dual Algorithm for Constrained Optimization Problems  

作　　者：HAN Hua HE Suxiang ZHANG Zigang 

机构地区：[1]School of Management, Huazhong University of Science and Technology, Wuhan 430074, Hubei, China [2]School of Science, Wuhan University of Technology, Wuhan 430070, Hubei, China

出　　处：《Wuhan University Journal of Natural Sciences》2007年第2期230-234,共5页武汉大学学报（自然科学英文版）

基　　金：Supported by the National 863 Project (2003AA002030)

摘　　要：One class of effective methods for the optimization problem with inequality constraints are to transform the problem to a unconstrained optimization problem by constructing a smooth potential function. In this paper, we modifies a dual algorithm for constrained optimization problems and establishes a corresponding improved dual algorithm; It is proved that the improved dual algorithm has the local Q-superlinear convergence; Finally, we performed numerical experimentation using the improved dual algorithm for many constrained optimization problems, the numerical results are reported to show that it is valid in practical computation.One class of effective methods for the optimization problem with inequality constraints are to transform the problem to a unconstrained optimization problem by constructing a smooth potential function. In this paper, we modifies a dual algorithm for constrained optimization problems and establishes a corresponding improved dual algorithm; It is proved that the improved dual algorithm has the local Q-superlinear convergence; Finally, we performed numerical experimentation using the improved dual algorithm for many constrained optimization problems, the numerical results are reported to show that it is valid in practical computation.

关 键 词：improved dual algorithm constrained optimizationproblems local Q-superlinear convergence numerical results 

分 类 号：O211[理学—概率论与数理统计]