一类新的光滑化l₁精确罚函数法  

A New Smooth l1 Exact Penalty Function Methods

作　　者：瞿小敏 

机构地区：[1]长沙理工大学数学与统计学院,湖南 长沙

出　　处：《应用数学进展》2023年第5期2582-2592,共11页Advances in Applied Mathematics

摘　　要：罚函数法是求解约束优化问题的一种经典方法,其基本思想是将约束优化问题转化为无约束优化问题进行求解。本文我们提出了一类新的具有二次连续可微性质的光滑化l1精确罚函数,并证明了相应罚函数算法的全局收敛性。此外,我们进行了数值实验,数值结果表明了该方法比较有效。Penalty function method is a classical method for solving constrained optimization problems. Its basic idea is to transform constrained optimization problem into constrained optimization problem for solving. In this article, we propose a new class of smoothing exact penalty function methods and prove their global convergence. In addition, we conducted numerical experiments, and the numer-ical results showed that the method is relatively effective.

关 键 词：约束优化问题 精确罚函数法 光滑罚函数 

分 类 号：G63[文化科学—教育学]