| 不等式约束优化问题的精确罚函数法 |
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| 引用本文： | 赵可昳. 不等式约束优化问题的精确罚函数法[J]. 高等学校计算数学学报, 1998, 20(4): 321-328 |
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| 作者姓名： | 赵可昳 |
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| 作者单位： | 北京航空航天大学应用数理系 北京100081 |
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| 摘 要： | 1引言 在约束最优化的研究中，罚函数法有很高的理论及应用价值，为求约束优化问题的最优解x，很多方法是通过求解一系列优化问题来实现，人们称之为SUMT方法~[1].
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| 关 键 词： | 不等式约束优化 精确罚函数 罚函数 约束最优化 |
AN EXACT PENALTY FUNCTION METHOD FOR INEQUALITY CONSTRAINED OPTIMIZATION PROBLEM |
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| Zhao Keyi. AN EXACT PENALTY FUNCTION METHOD FOR INEQUALITY CONSTRAINED OPTIMIZATION PROBLEM[J]. Numerical Mathematics A Journal of Chinese Universities, 1998, 20(4): 321-328 |
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| Authors: | Zhao Keyi |
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| Affiliation: | Beijing University of Aeronautics and Astronautics |
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| Abstract: | This paper presents an exact penalty function method for inequality constrained optimization problems.In section 1. the exact penalty function method for quality constrained optimization problem is recollected. Some theoretical problems for constructing our new method is discussed in section 2. Finally in section 3. a numerical algorithm is presented . |
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| Keywords: | optimization inequality constraints exact penalty function. |
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