| 一般约束最优化拓广的强次可行方向法 |
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| 引用本文： | 简金宝,张可村.一般约束最优化拓广的强次可行方向法[J].数学杂志,1999,19(3):250-256. |
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| 作者姓名： | 简金宝 张可村 |
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| 作者单位： | 西安交通大学!西安710049，广西大学，南宁530004，西安交通大学!西安710049 |
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| 基金项目： | 国家自然科学基金，广西自然科学基金 |
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| 摘 要： | 本文讨论非线性等式与不等式最优化问题，引进一个拟罚函数及其相应的只带不等式约束的辅助问题，然后采用广义投影技术和强次可行方向法思想建立原问题的一个全局收敛新算法，该算法具有初点始任意，结构简单，计算量较小等特点。
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| 关 键 词： | 最优化 强次可行方向法 约束最优化 非线性规划 |
AN EXTENSION OF STRONGLY SUBFEASIBLE DIRECTIONS METHOD FOR GENERAL CONSTRAINED OPTIMIZATION |
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| Jian Jinbao.AN EXTENSION OF STRONGLY SUBFEASIBLE DIRECTIONS METHOD FOR GENERAL CONSTRAINED OPTIMIZATION[J].Journal of Mathematics,1999,19(3):250-256. |
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| Authors: | Jian Jinbao |
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| Abstract: | In this paper, optimization problems with nonlinear equality and inequality constraints are discussed, a quasi penalty function and an associated auxiliary problem with only inequality constraints are introduced. By using the generalized projection technique and the idea of strongly subfeasible directions method, a new global convergent algorithm for the primal problems is given. This new algorithm possesses the properties of arbitrary initial point, simpler construction, smallest numeration amount and so on. |
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| Keywords: | Optimization equality and inequality constraints strongly subfeasible directions method generalized projection global convergence |
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