摘要
讨论了非线性不等式和等式约束优化问题在退化情形下的求解方法。首先通过引入恰当的罚函数,将原问题转化成一个只含不等式约束的辅助规划,给出了一般约束优化问题的广义梯度投影算法,在MFCQ下,证明了算法的全局收敛性。
This paper discusses optimization with nonlinear equality and inequality constraints under degeneracy. First, the original problems are converted into auxiliary programming problems handling only inequality constraints. Then, a new generalized gradient projection algorithm is presented for nonlinear programming with nonlinear constraints under degeneracy. Under MFCQ, the new algorithm is proved to be globally convergent.
出处
《山东科技大学学报（自然科学版）》
CAS
2006年第2期98-101,共4页
Journal of Shandong University of Science and Technology(Natural Science)
基金
国家自然科学基金(10571109)
关键词
非线性约束优化问题
广义投影梯度算法
线性系统
MFCQ
nonlinear constrained optimization problem
generalized gradient projection algorithm
linear system
MFCQ
