一类改进的非光滑规划的填充函数法  

ON THE FILLED FUNCTION METHOD FOR NONSMOOTH PROGRAM

作　　者：孔敏[1] 

机构地区：[1]南京大学数学系,南京210093

出　　处：《系统科学与数学》2000年第2期149-154,共6页Journal of Systems Science and Mathematical Sciences

摘　　要：本文考虑优化问题 ｍｉｎＦ（ｘ）．对 Ｆ为弱半光滑函数时引入了求解上述问题的一类改进的单参数填充函数，给出了相应的算法以及收敛域的估计，并证明其参数的选取范围优于现有的结果，数值试验结果说明此方法是行之有效的．in this paper the optimization problem min F(x) is considered. For solving x∈Ω the above problem with weak semi-smooth functions F, we introduce a kind of modified filled function and give its algorithm and the estimation of the convergence region. We also prove that the choice of the parameter is better than existence results. Numerical experiments show the efficiency of the given method.

关 键 词：非光滑规划 填充函数 数值优化 最优化 算法 

分 类 号：O221[理学—运筹学与控制论]