上海大学学报(自然科学版) ›› 2017, Vol. 23 ›› Issue (6): 911-.doi: 10.12066/j.issn.1007-2861.1769

• 研究论文 • 上一篇    下一篇

非线性不等式约束优化问题的指数型精确罚函数算法

杨莲, 姚奕荣   

  1. 上海大学理学院, 上海 200444
  • 收稿日期:2016-02-22 出版日期:2017-12-30 发布日期:2017-12-30
  • 通讯作者: 姚奕荣(1959—), 男, 副教授, 博士, 研究方向为运筹学与控制论. E-mail: yryao@staff.shu.edu.cn
  • 作者简介:姚奕荣(1959—), 男, 副教授, 博士, 研究方向为运筹学与控制论. E-mail: yryao@staff.shu.edu.cn

Algorithm of exponential-type exact penalty function for nonlinear inequality constrained optimization

YANG Lian, YAO Yirong   

  1. College of Sciences, Shanghai University, Shanghai 200444, China
  • Received:2016-02-22 Online:2017-12-30 Published:2017-12-30

摘要:

针对非线性不等式约束优化问题, 通过增加一个变量构造了一种新的指数型罚函数,进而证明了该罚函数的光滑性和精确性. 进一步, 设计了一种求解非线性不等式约束优化问题的精确罚函数算法. 数值计算的结果表明了该算法的可行性.

关键词: M-F(Mangasarian-Fromovitz) 条件, 罚函数算法, 光滑精确罚函数, 非线性优化

Abstract:

To deal with nonlinear inequality constrained optimization problems, we construct a new exponential-type penalty function by adding a variable, and prove smoothness and accuracy of the penalty function. In addition, an exact penalty function algorithm is proposed to solve nonlinear inequality constrained optimization problems. Numerical results are reported to show effectiveness of the algorithm.

Key words: Mangasarian-Fromovitz (M-F) condition, penalty function algorithm, smooth exact penalty function, nonlinear optimization