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半无限规划的一个非线性Lagrangian对偶模型
引用本文:杨洪礼.半无限规划的一个非线性Lagrangian对偶模型[J].经济数学,2005,22(1):94-99.
作者姓名:杨洪礼
作者单位:山东科技大学理学院,山东,青岛,266510
基金项目:This work is supported by National Science Foundation of PRC grant under 10 1710 5 5 and Nature Science Foundation of Shandong province granted under (Q98A0 8116 )
摘    要:本文给出半无限规划的一个对偶罚函数模型,该模型能处理目标函数不是凸函数的情形,从而凸(SIP)对偶为该模型的一个特例.并且,作为罚函数,本模型的罚因子比l1-罚函数要小,这使得算法更可行,最后,给出零对偶间隙证明.

关 键 词:半无限规划  对偶  罚函数  零对偶间隙

A NONLINEAR LAGRANGIAN DUAL PROGRAMMING MODEL FOR SEMI-INFINITE PROGRAMMING
YANG Hong-li.A NONLINEAR LAGRANGIAN DUAL PROGRAMMING MODEL FOR SEMI-INFINITE PROGRAMMING[J].Mathematics in Economics,2005,22(1):94-99.
Authors:YANG Hong-li
Abstract:In this paper, we give a duality and penalization function model for semi-infinite programming, this model can deal with the problem when objective is not a convex function, so the convex SIP duality is a special case of this model, and what's more, when as a penalization, the penalty parameter is smaller than that of l_1 penalty function, which makes the algorithm performs well in practice, in the following, we give a proof that the nonlinear Lagrangian duality has zero duality gap.
Keywords:Semi-infinite progamming  nonlinear Lagrangian duality function  zero duality gap  penalization
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