精确罚函数若干性质及算法  

Properties and Algorithm of Exact Penalty Functions

作　　者：李璞[1] 尚有林[1] 

机构地区：[1]河南科技大学数学与统计学院,河南洛阳471003

出　　处：《河南科技大学学报（自然科学版）》2011年第1期82-85,121,共4页Journal of Henan University of Science And Technology:Natural Science

基　　金：国家自然科学基金项目(10771162;10971053);河南省自然科学基金项目(084300510060;094300510050)

摘　　要：针对含约束的非线性规划问题,已有文献提出一些精确罚函数,这些精确罚函数能使用许多行之有效的解析方法,而且在一定条件下具有精确性和光滑性。本文在已有文献的基础上讨论了一种精确罚函数的若干性质,分析了该罚函数的罚参数与原问题最优解以及罚问题最优解之间的关系,还针对这种精确罚函数的形式设计了算法,并通过具体算例验证了可行性和有效性。For nonlinear programming problems with restrictions,some certain exact penalty functions have been proposed by many papers.These functions can use effective analytic methods,to some extent,with characteristics of accuracy and smoothness.This paper selected one exact penalty function from existing papers and discussed its characteristics.The relationship between this function parameter and primal problem optimum solution was analyzed,as well as relationship between penalty problem optimum solutions.Moreover,calculation method was designed for this kind exact penalty function.Calculation examples show that the method is feasible and effective.

关 键 词：精确罚函数 非线性规划 局部解 

分 类 号：O221.2[理学—运筹学与控制论] O224[理学—数学]