摘要
本文讨论一般等式和不等式约束的优化问题，首先提出了问题的拟Ｋｕｈｎ－Ｔｕｃｋｅｒ点和拟乘子法两个新概念，然后借助于不等式约束优化问题强次可行方向法的思想和技巧建立问题的两个新算法。在适当的假设下，证明了算法收敛到原问题的拟Ｋｕｈｎ－Ｔｕｃｈｅｒ点。
In this paper, optimization problems with general equality and inequality constraints are discussed. At first, the two new concepts of quasi Kuhn Tucker point and quasi multiplier methods are given, then with the help of the idea and technique of strongly subfeasible directions methods for inequality constraints, two new algorithms are presented. The algorithms are proved to converge to a quasi Kuhn Tucker point of the problem under suit assumptions.
出处
《数学杂志》
CSCD
1998年第2期179-186,共8页
Journal of Mathematics
基金
广西青年科学基金
广西教委基金
关键词
拟乘子法
强次可行方向法
最佳化
约束最优化
general constraints optimization quasi Kuan Tucker point quasi multiplier method strongly subfeasible directions method
