摘要
为了得到优化模型中半无限规划问题的局部最优解,结合ZOUTENDIJK可行方向算法以及基于有限覆盖理论基础上的对约束集合离散的算法,给出了一种新的求解半无限规划问题的离散与可行方向结合的算法;并根据择一定理以及一阶最优性充分条件证明了由此新算法得到的迭代点序列能够收敛到半无限规划问题的局部最优解;最后利用此新算法求解了一个半无限规划问题的实例,得到的迭代最优点序列收敛到了最优解,验证了此算法的可行性.
Based on the theories of ZOUTENDIJK feasible direction and finite cover, a new feasible direction with discretization algorithm for acquiring the local optimal solution of semi-infinite programming problems is presented. Meanwhile, the convergence of this algorithm is proved by using the theory of one-order optimal condition. The i'teration points are testified to be able to accumulate to the local optimal solution too. Finally, the numerical experiment is given by means of an easy example to prove the feasibility of this new algorithm.
出处
《武汉大学学报(工学版)》
CAS
CSCD
北大核心
2008年第2期107-110,共4页
Engineering Journal of Wuhan University
基金
国家自然科学基金资助项目(编号:70771080)
关键词
半无限规划
可行方向法
离散算法
收敛性
semi-infinite programming
feasible direction algorithm
discretization algorithm
convergence