| 一般约束最优化的拟乘子—强次可行方向法 |
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| 引用本文： | 简金宝. 一般约束最优化的拟乘子—强次可行方向法[J]. 数学杂志, 1998, 18(2): 179-186 |
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| 作者姓名： | 简金宝 |
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| 作者单位： | 广西大学 |
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| 基金项目： | 广西青年科学基金,广西教委基金 |
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| 摘 要： | 本文讨论一般等式和不等式约束的优化问题，首先提出了问题的拟Ｋｕｈｎ－Ｔｕｃｋｅｒ点和拟乘子法两个新概念，然后借助于不等式约束优化问题强次可行方向法的思想和技巧建立问题的两个新算法。
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| 关 键 词： | 拟乘子法 强次可行方向法 最佳化 约束最优化 |
METHODS OF QUASI MULTIPLIER-STRONGLY SUBFEASIBLE DIRECTIONS FOR GENERAL CONSTRAINED OPTIMIZATION |
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| Jian Jinbao. METHODS OF QUASI MULTIPLIER-STRONGLY SUBFEASIBLE DIRECTIONS FOR GENERAL CONSTRAINED OPTIMIZATION[J]. Journal of Mathematics, 1998, 18(2): 179-186 |
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| Authors: | Jian Jinbao |
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| Abstract: | In this paper, optimization problems with general equality and inequality constraints are discussed. At first, the two new concepts of quasi Kuhn Tucker point and quasi multiplier methods are given, then with the help of the idea and technique of strongly subfeasible directions methods for inequality constraints, two new algorithms are presented. The algorithms are proved to converge to a quasi Kuhn Tucker point of the problem under suit assumptions. |
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| Keywords: | general constraints optimization quasi Kuan Tucker point quasi multiplier method strongly subfeasible directions method |
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