求解不等式约束最优化问题的MBF-ODE方法  

A MBF-ODE METHOD FOR SOLVING INEQUALITY CONSTRAINED OPTIMIZATION PROBLEMS

作　　者：欧阳梓祥[1] 

机构地区：[1]南京大学国际商学院,南京210093

出　　处：《高等学校计算数学学报》1999年第4期377-380,共4页Numerical Mathematics A Journal of Chinese Universities

摘　　要：In this paper,by the modified barrier function method and the techniques for solving unconstrained optimization problems, we construct an ODE algorithm for inequality constrained optimization problems and prove its convergence.The numeri- cal results show that the method is effective.In this paper,by the modified barrier function method and the techniques for solving unconstrained optimization problems, we construct an ODE algorithm for inequality constrained optimization problems and prove its convergence.The numeri- cal results show that the method is effective.

关 键 词：不等式约束 最优化问题 MBF-ODE法 常微分方程 

分 类 号：O224[理学—运筹学与控制论]