带有锥约束的全局最优化问题的修正拉格朗日方法  

An augmented Lagrangian method of global optimization problems with cone constraints

作　　者：李冉冉[1] 赵文玲[1] 周金川[1] 

机构地区：[1]山东理工大学理学院,山东淄博255091

出　　处：《山东理工大学学报（自然科学版）》2011年第3期25-27,共3页Journal of Shandong University of Technology:Natural Science Edition

基　　金：国家自然科学基金资助项目(10971118)

摘　　要：针对锥约束的非线性规划问题,给出了一个基于修正拉格朗日的全局优化算法,这类算法可广泛应用于工程设计和非线性系统分析等实际问题中.对于每一次迭代k,当kε→ε时,给出了与该锥约束修正拉格朗日方法相对应的kε-全局最优解,并证明了算法全局收敛到ε-全局最优解.A deterministic global optimization algorithm based on augmented Lagrangian is proposed for solving the nonlinear programming with cone constraints,which is often encountered in technical design and operational research.At each outer iteration k,the method requires the εk-global minimization of the augmented Lagrangian of problems with cone constraints,where εk→ε.The convergence to an ε-global minimizer of the original problem is proved.

关 键 词：全局最优化 修正拉格朗日 锥优化 算法 

分 类 号：O224[理学—运筹学与控制论]