非线性不等式约束优化问题的指数型精确罚函数算法
收稿日期: 2016-02-22
网络出版日期: 2017-12-30
Algorithm of exponential-type exact penalty function for nonlinear inequality constrained optimization
Received date: 2016-02-22
Online published: 2017-12-30
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.
杨莲, 姚奕荣 . 非线性不等式约束优化问题的指数型精确罚函数算法[J]. 上海大学学报(自然科学版), 2017 , 23(6) : 911 . DOI: 10.12066/j.issn.1007-2861.1769
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.
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