提出了求解约束优化问题的一种新的目标罚函数算法,这种目标罚函数的形式借助于目标罚函数、障碍函数、外部罚函数三种思想构成,提出了一个算法,并证明了算法的收敛性.新算法的一个特点是可以任意选择开始点进行迭代,数值实验结果表明了算法对于不同的初始点的有效性.

This paper persents a new algorithm of objective penalty function for solving constraint optimization problems, which the penalty function is defined by the objective penalty function, barrier function and exterior penalty function of three forms. We propose an algorithm and prove the convergence of the algorithm. A feature of the new algorithm is that any point may be choosen as an initial iteration. The numerical results show that the algorithm is effective for the initial point of difference.