摘要
在前人给出了解等式约束问题的一种降维算法的基础上对非线性等式约束进行了线性逼近,构造了等式约束问题的近似算法,进一步考查了约束条件是既含等式约束又含不等式约束的混合约束,目标函数是二次函数的非线性规划问题。增加松弛变量将不等式约束转化为等式约束,利用线性逼近的方法将问题转化为二次规划,再利用降维算法作近似计算。数值实验的结果表明该近似算法是可行的。
A reduced method to solve the problem with equality constraints is given. Based on the reference we use nonlinear equality constraints, the approximate algorithm is obtained. The nonlinear programming of quadratic function with equality and unequality constraints is discussed by Wang kairong. We transform unequality constraints into equality constraints by add to relaxation variable, the quadratic programming is obtained by linear approximation, and approximate calculation is done by means of reduced method. The result of numerical calculation shows the method is feasible.
出处
《重庆大学学报(自然科学版)》
EI
CAS
CSCD
北大核心
2004年第1期131-134,共4页
Journal of Chongqing University
关键词
最优化
不等式约束
线性逼近
二次规划
optimization
unequality constraints
linear approximation
quadratic programming P