| 不可微非线性规划的 L_1-精确罚函数法 |
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| 引用本文： | 徐慧福.不可微非线性规划的 L_1-精确罚函数法[J].宁波大学学报(理工版),1992(1). |
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| 作者姓名： | 徐慧福 |
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| 作者单位： | 宁波大学数学系 |
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| 摘 要： | 本文提出求解不可微非线性不等式约束极小化问题的 L_1-精确罚函数算法。在有关函数为半光滑的假设下,给出了收敛性结果。
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| 关 键 词： | 不可微 非线性规划 罚函数法 收敛性 |
L_1-EXACT PENALTY METHOD FOR NONDIFFERENTIABLE CONSTRAINED MINIMIZATION |
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| Xu Huifu.L_1-EXACT PENALTY METHOD FOR NONDIFFERENTIABLE CONSTRAINED MINIMIZATION[J].Journal of Ningbo University(Natural Science and Engineering Edition),1992(1). |
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| Authors: | Xu Huifu |
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| Abstract: | A new kind of algorithm for minimizing an objective function subject to inequality constraints is presented,the functions relative to the problem are Lipschitz continuous.The algorithm determines a search direction by solving a quadratic programming subproblem,which has always an optimal solution,and uses an exact penalty function to compute the steplength along this direction through an Armijo-type scheme.Convergence results have been presented under the condition that all of the functions relative to the problem are semismooth. |
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| Keywords: | Nondifferentiable constrained minimization exact penalty functions sequential quadratic programming covergence |
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