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非线性规划中的增广拉格朗日函数与近似最优解

Augmented Lagrangian function and approximate optimal solutions in nonlinear programming
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摘要 介绍了几种近似最优解和增广拉格朗日函数,建立了基于增广拉格朗日函数的对偶映射和相应的对偶问题,讨论了增广拉格朗日函数的几种近似解和原问题的几种近似解的关系,得到的结果推广了一些已有的结论. In this paper, some approximate optimal solutions and an augmented Lagrangian function in nonlinear programming were introduced, duality map and duality problems based on the augmented Lagrangian function were established, relationship between the approximate optimal solutions of augmented Lagrangian function and primal problem was discussed. Our results improve and generalize some known results.
作者 陈哲
出处 《重庆工商大学学报(自然科学版)》 2006年第3期215-218,共4页 Journal of Chongqing Technology and Business University:Natural Science Edition
基金 国家自然科学基金(10471159)
关键词 增广拉格朗日函数 近似最优解 非线性规划 EKELAND变分原理 augmented Lagrangian function approximate optimal solutions nonlinear programming Ekeland's variational principle
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参考文献12

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