| 一种求解不等式约束优化问题的光滑化算法 |
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| 引用本文： | 张 浩,张新华. 一种求解不等式约束优化问题的光滑化算法[J]. 经济数学, 2011, 0(3): 9-12 |
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| 作者姓名： | 张 浩 张新华 |
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| 作者单位： | 南京农业大学工学院 |
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| 基金项目： | 江苏省农机局科研基金资助项目(GXZ09014) |
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| 摘 要： | 利用光滑函数建立了不等式约束优化问题KT条件的一个扰动方程组,提出了一个新的内点型算法.该算法在有限步终止时当前迭代点即为优化问题的一个精确稳定点.在一定条件下算法具有全局收敛性,数值试验表明该算法是有效的.
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| 关 键 词： | 非线性规划 内点算法 全局收敛性 |
A Smoothing Method Based on Interior Point Techniques for Inequality Constrained Optimization |
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| ZHANG Hao,ZHANG Xin -hua. A Smoothing Method Based on Interior Point Techniques for Inequality Constrained Optimization[J]. Mathematics in Economics, 2011, 0(3): 9-12 |
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| Authors: | ZHANG Hao ZHANG Xin -hua |
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| Affiliation: | (College of Engineering,Nanjing Agricultural University,Nanjing,Jiangshu 210031,China) |
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| Abstract: | A smoothing method based on interior point techniques for minimizing a nonlinear function subject to nonlin- ear inequality constrained was described, It applies a successive disturbing nonlinear system to approximate the KT conditions. The current iterated point is an exact stationary point of the problem when the algorithm terminates finitely. Under reasonable conditions, the global convergence is established. Numerical tests were presented to confirm the efficiency of the method. |
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| Keywords: | nonlinear programming interior point method global convergence |
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