不等式约束最优化的非光滑精确罚函数的一个光滑近似

张菊亮;章祥荪

系统科学与数学 ›› 2000, Vol. 20 ›› Issue (4) : 499-505.

PDF(312 KB)
PDF(312 KB)
系统科学与数学 ›› 2000, Vol. 20 ›› Issue (4) : 499-505. DOI: 10.12341/jssms09839
论文

不等式约束最优化的非光滑精确罚函数的一个光滑近似

    张菊亮,章祥荪
作者信息 +

A SMOOTHING APPROXIMATION TO THE EXACT PENALTY FUNCTION FOR OPTIMIZATION WITH INEQULITY CONSTRAINTS

    Ju Liang ZHANG,Xiang SUn ZHANG
Author information +
文章历史 +

摘要

为不等式约束最优化问题提出一个连续可微近似罚函数并研究它的性质.在此基 础上,提出了两个罚函数方法并证明这两个方法是全局收敛的.

Abstract

In this paper, a approximate exact differential penalty function for optimization with inequality constraint is introduced and its properties are studied. As a result, two new penalty methods are proposed and the global convergence of the two methods is obtained.

关键词

罚函数 / 全局收敛性 / 不等式约束最优化

Key words

Penalty function / global convergence / inequality constrained optimization / approximate differentiabl

引用本文

导出引用
张菊亮 , 章祥荪. 不等式约束最优化的非光滑精确罚函数的一个光滑近似. 系统科学与数学, 2000, 20(4): 499-505. https://doi.org/10.12341/jssms09839
Ju Liang ZHANG , Xiang SUn ZHANG. A SMOOTHING APPROXIMATION TO THE EXACT PENALTY FUNCTION FOR OPTIMIZATION WITH INEQULITY CONSTRAINTS. Journal of Systems Science and Mathematical Sciences, 2000, 20(4): 499-505 https://doi.org/10.12341/jssms09839
PDF(312 KB)

168

Accesses

0

Citation

Detail

段落导航
相关文章

/