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关于约束极小化问题的一个新的简单精确罚函数

郑芳英 张连生

郑芳英, 张连生. 关于约束极小化问题的一个新的简单精确罚函数[J]. 应用数学和力学, 2012, 33(7): 896-906. doi: 10.3879/j.issn.1000-0887.2012.07.009
引用本文: 郑芳英, 张连生. 关于约束极小化问题的一个新的简单精确罚函数[J]. 应用数学和力学, 2012, 33(7): 896-906. doi: 10.3879/j.issn.1000-0887.2012.07.009
ZHENG Fang-ying, ZHANG Lian-sheng. A New Simple Exact Penalty Function for Constrained Minimization[J]. Applied Mathematics and Mechanics, 2012, 33(7): 896-906. doi: 10.3879/j.issn.1000-0887.2012.07.009
Citation: ZHENG Fang-ying, ZHANG Lian-sheng. A New Simple Exact Penalty Function for Constrained Minimization[J]. Applied Mathematics and Mechanics, 2012, 33(7): 896-906. doi: 10.3879/j.issn.1000-0887.2012.07.009

关于约束极小化问题的一个新的简单精确罚函数

doi: 10.3879/j.issn.1000-0887.2012.07.009
基金项目: 国家自然科学基金资助项目(10571116;51075421)
详细信息
    通讯作者:

    郑芳英(1979—),女,浙江衢州人,博士生(联系人.E-mail:fangyingzh@163.com;fangyingzh@shu.edu.cn);张连生(1937—),男,浙江舟山人,教授,博士生导师(E-mail:zhangls@staff.shu.edu.cn).

  • 中图分类号: O221.2

A New Simple Exact Penalty Function for Constrained Minimization

  • 摘要: 针对等式及不等式约束极小化问题,通过对原问题添加一个变量,给出一个新的简单精确罚函数,即在该精确罚函数表达式中,不含有目标函数及约束函数的梯度.在满足某些约束品性的条件下,可以证明:当罚参数充分大时,所给出的罚问题的局部极小点是原问题的局部极小点.
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出版历程
  • 收稿日期:  2011-04-18
  • 修回日期:  2012-03-22
  • 刊出日期:  2012-07-15

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