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

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

郑芳英^1,2,,
张连生²

浙江理工大学数学科学系,杭州 310018;

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
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- 被引次数: 0
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

A New Simple Exact Penalty Function for Constrained Minimization

ZHENG Fang-ying^{1,2
,},
ZHANG Lian-sheng²

¹Department of Mathematical Sciences, Zhejiang SciTech University, Hangzhou 310018, P.R.China;²Department of Mathematics, Shanghai University, Shanghai 200444, P.R.China

摘要

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．
- 非线性规划 /
- 约束极小化问题 /
- 局部解 /
- 精确罚函数
Abstract: By adding one variable for equality or inequality constrained minimization problems, a new simple exact penalty function was proposed, namely, the new exact penalty function did not contain the gradients of the objective function and constraint functions. Under mild assumptions, the local minimizer of the penalty function is the local minimizer of primal problem, when the penalty parameter is sufficiently large.
- nonlinear programming /
- constrained minimization problems /
- local solution /
- exact penalty function

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参考文献(17)

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