等式约束广义几何规划的一种优化算法

An Algorithm for Generalized Geometric Programming with Equality Constraints

本文研究带有等式约束的广义几何规划问题,提出了一个基于增广Lagrange函数的新算法.该算法允许初始点任意,在适当条件下可以避免罚因子趋于无穷,并且该算法全局收敛于原问题的K—T点.

This paper studies generalized geometric programming with equality eonstrints, a new algorithm based on the augmented lagrange function is proposed. The algorithm allows initial point is at random, under suitable conditions, the penalty parameter tends to finite and the algorithm is proved to be globally convergent.