双曲罚函数乘子法

Hyperbolic Penalty Function Multiplier Method

本文对求解等式约束最优化问题提出一种新的双曲罚函数乘子法,推导出了其一阶、二阶迭代算法,证明了算法的收敛性,数值实验验证了算法的有效性.

This paper proposes a new hyperbolic penalty function multiplier method for the equality constrained optimization problom. We deduce the first-order and the second-order iterative formulas and the algorithms and proved its convergence under some conditions. Finally, numerical experiments show that these formulas and algorithms are efficient.