| 化不等式约束问题为无约束的广义可微限域精确罚函数方法 |
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| 引用本文： | 周晓阳,施保昌.化不等式约束问题为无约束的广义可微限域精确罚函数方法[J].应用数学,1990(3):8-15. |
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| 作者姓名： | 周晓阳 施保昌 |
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| 作者单位： | 华中理工大学数学系，华中理工大学数学系 |
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| 基金项目： | 校青年科学基金资助课题 |
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| 摘 要： | 本文给出了广义可微精确罚函数的概念及一类所谓广义限域可微精确罚函数.本文预先选定罚因子,将不等式约束问题化为单一的无约束问题,并给出了具全局收敛性的算法.本文的罚函数构造简单,假设条件少而且算法的构造与收敛性结果是独特的.
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| 关 键 词： | 不等式约束 罚函数法 无约束问题 |
A Method of Generalized Limited-Region Exact Penalty Function for Nonlinear Inequality Constrained Optimization |
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| Zhou Xiaoyang Shi Baochang.A Method of Generalized Limited-Region Exact Penalty Function for Nonlinear Inequality Constrained Optimization[J].Mathematica Applicata,1990(3):8-15. |
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| Authors: | Zhou Xiaoyang Shi Baochang |
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| Institution: | Department of Math.Huazhong University of Science and Technology |
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| Abstract: | This paper presents the concept of generalized differentiable exact pe- nalty function.By defining a class of limited-region functions,the authors give a class of generalized limited-region exact penalty functions.The in- equality constrained optimization is converted into a single unconstrained optimization by first selecting the determined parameter of penalty and the related algorithm with global convergence is given.The penalty is simple in form and of fewer conditions.Moreover,the algorithm is of peculiar construction and convergence. |
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| Keywords: | Inequality constrained problem Limited-region function Generalized limited-region exact penalty function Quasi-uniformly gradient relation |
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