Filter方法在不等式约束优化问题中的应用  

The Application of A Filter Method in Solving Inequality Constrained Optimization Problem

作　　者：郑雪莲[1] 

机构地区：[1]山东工商学院数学与信息科学学院,山东烟台264005

出　　处：《科技视界》2015年第24期30-30,共1页Science & Technology Vision

基　　金：山东工商学院青年科研基金(2013QN053)

摘　　要：用filter方法取代罚函数进行线性搜索,又利用序列线性方程组获得搜索方向,使得迭代点能够保证目标函数或约束函数充分下降,在一定假设条件下可以收敛到原问题的最优解。A filter method has been developed which advoids using a penalty parameter to perform linear search. The search direction has been got by Sequential Systems of Linear Equations. The aim is allows a step to be accepted if it reduces either the objective function or the constraint violation function.It proved to be converged to a KKT point under mild conditions.

关 键 词：序列线性方程组 罚函数 收敛性 

分 类 号：O224[理学—运筹学与控制论]