双参数精确罚函数求解约束优化问题的FR共轭梯度法

An FR Conjugate Gradient Method for Solving Constrained Optimization on Exact Penalty Function with Two Parameters

对于含约束不等式的最优化问题,给出一种双参数罚函数形式,提出了一个求解这种罚函数无约束优化问题的FR共轭梯度法,研究了它的收敛性.数值实验表明该算法是可行的.

For optimizing constrained inequation, a two-parameter penalty function is given. And an FR conjugate gradient method for solving the unconstrained nonlinear penalty problem is proposed, its convergence is studied as well. The feasibility of the algorithm is illustrated with numerical examples.