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求解非线性规划问题的一类对偶算法
引用本文:贺素香,张立卫.求解非线性规划问题的一类对偶算法[J].运筹学学报,2001,5(3):41-50.
作者姓名:贺素香  张立卫
作者单位:大连理工大学应用数学系,
基金项目:Supported by the Youth National Natural Science Foundation of China under grant No. 10001007.
摘    要:本文提出了一类求解不等式约束非线性规划问题的构造性对偶算法,我们证明在适当的条件下,势函数的罚参数存在一个阀值,当罚参数小于这个阀值时,由这一方法所产生的序列局部收敛于问题的一个Kuhn-Tucker解,我们也建立了解的依赖于罚参数的误差上界,最后,我们给出了一个特残势函数的数值结果。

关 键 词:对偶算法  热函数  误差界  非线性规划  罚参数  Kuhn-Tucker解  误差让界  数值结果

A Class of Constructive Dual Algorithms for Solving Nonlinear Programming Problems
Abstract.A Class of Constructive Dual Algorithms for Solving Nonlinear Programming Problems[J].OR Transactions,2001,5(3):41-50.
Authors:Abstract
Abstract:This paper presents a class of constructive dual algorithms for solving nonlinear programming problems with inequality constraints. Under suitable conditions, we prove that there exists a threshold of the parameter involved in a potential function so that when the penalty parameter is less than this threshold, the sequence of points generated by the method converges locally to a Kuhn-Tucker solution. The error bound of the solution is also established, which depends on the penalty parameter. Finally numerical results using a specific potential function are given.
Keywords:Dual algorithm  Potential function  Error bound  Nonlinear Programming    
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