非线性不等式约束优化问题三角型精确罚函数算法  

Triangle-type exact penalty function algorithm for inequality nonlinear constrained optimization problems

作　　者：罗福 姚奕荣[1] LUO Fu;YAO Yirong(College of Sciences,Shanghai University,Shanghai 200444,China)

机构地区：[1]上海大学理学院,上海200444

出　　处：《应用数学与计算数学学报》2018年第4期985-994,共10页Communication on Applied Mathematics and Computation

摘　　要：针对非线性不等式极小化问题,通过新增一个变量,构造了一种三角型增广罚函数,并在一定条件下,证明了该罚函数是连续可微的,且是精确的.由此设计了求解非线性不等式约束的三角型精确罚函数算法,数值试验说明了该算法的可行性.An augmented triangle-type penalty function is constructed by adding a variable to solve nonlinear inequality constrained optimization problems.The smoothness and the accuracy of the penalty function are proved in certain con-ditions.In addition,an exact penalty function algorithm is proposed to solve nonlinear inequality constrained optimization problems.The results of numerical experiments are reported to show the effectiveness of the algorithm.

关 键 词：非线性优化 不等式约束 精确光滑罚函数 罚函数算法 

分 类 号：O221.2[理学—运筹学与控制论]