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约束最优化问题的一类无约束方法

An Unconstrained Method for Constrained Optimization Problems
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摘要 通过介绍一类非线形拉格朗日方法,讨论了扰动函数的下半连续性,一些最优性条件的收敛性分析以及非线形罚函数. In this paper,we introduce a Lagragian method,so we discuss zero duality gap,the lower-semicontinuous of perturbation function,some convergence analysis of optimality condition,and nonlinear penalty functions.
作者 彭涛
出处 《重庆职业技术学院学报》 2007年第1期158-159,共2页 Journal of Chongqing Vocational& Technical Institute
关键词 拉格朗日方法 零对偶间隙性 扰动函数 罚函数 Lagrangian methods zero duality gap property perturbation function penalty functions
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参考文献5

  • 1[1]X.X.HUANG and X.Q.YANG,A Unified Augmented Lagrangian Approach to Duality and Exact Penalization Mathematics Of Operations Research,Vol.28,pp.533-552,2003.
  • 2[2]A.M.RUBINOV,X.X.HUANG and X.Q.YANG,The Zero Duality Gap Property and Lower -continuity of the Perturbation Function,Mathematics Of Operations Research Vol.27,pp775-791,2002.
  • 3[3]X.X.HUANG and X.Q.YANG,Further Study On Augmented Lagrangian Duality Theory,Journal of Global Optimization,Vol.31,pp.193-210,2005.
  • 4[4]RUBINOV A.M,GLOVER B M,YANG X Q.Decreasing Functions with Applications to Penalization[J].SIAM Journal on Optimization.1999,10(1):289-313
  • 5[5]RUBINOV A.M,YANG X Q.Langrange-type Functions in Constrained Non-Convex Optimization[M] Boston and London:Kluwer Academic Publishers,2003.

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