容差逼近随机方向搜索法

Tolerance Approximation and Random Direction Search Method

容差逼近随机方向搜索法（简称ＣＴ）是含有等式约束的优化问题的一种直接解法。其算法是构造一个等式约束复合函数，并给予适当的容差，从而转化为不等式约束，以便用直接解法求解。和惩罚函数相比，它的收敛十分稳定，逼近等式约束的程度可能很高，同时它比容差收缩法￣［４］的收敛稳定性更好，收敛速度更快。它是约束优化问题的一种好的算法。

The tolerance approximation and random direction seach method is of a direct so-lution for optimization problems with equality constraints. The algorithm constructs an e-quality constrained compound function and gives a proper tolerance to reverse the equalityconstraint to an inequality one,so that it can be solved by the direct solutions. As comparedwith the Penalty Function Method,the algorithm converges very stably,its precision of ap-proximation to the equality constraints can be very high.Its convergent stability is betterand its convergent velocity is faster than that of Tolerance Contract method￣[4].It is a goodalgorithm of constraint optimization problems.