一类非线性优化问题的增广拉格朗日新方法  

A Class of Augmented Lagrangian New Method for the General Nonlinear Optimization Problems

作　　者：夏红卫[1] Xia Hong-wei(School of Mathematical and Chemical Engineering, Changzhou Institute of Technology, Changzhou 213002, Jiangsu , China)

机构地区：[1]常州工学院数理与化工学院,江苏常州213002

出　　处：《山西师范大学学报（自然科学版）》2016年第3期6-11,共6页Journal of Shanxi Normal University(Natural Science Edition)

基　　金：常州工学院校级自然基金项目(YN1312)

摘　　要：本文提出一类增广拉格朗日新方法来求解一般非线性约束优化问题.该方法应用牛顿方法的可行性条件,改进了拉格朗日乘子的修正公式,在二阶充分的条件下,证明了方法的全局收敛性及局部的Q-二次收敛性,数值试验结果表明,该方法十分有效.In this paper a new class of augmented Lagrangian method for solving the general nonlinear constrained optimization problems is presented. This method used the Newton method for feasibility conditions. The improvement of Lagrange multiplier update formula is made under second-order sufficient condition. The global convergences and local Q-quadratic convergences were proved. Numerical results showed that the method is very effective.

关 键 词：非线性约束 拉格朗日乘子 Q-二次收敛 

分 类 号：O224.2[理学—运筹学与控制论]