摘要
本文讨论非线性等式与不等式约束最优化问题，引进一个拟罚函数及其相应的只带不等式约束的辅助问题．然后采用广义投影技术和强次可行方向法思想建立原问题的一个全局收敛新算法．该算法具有初点始任意、结构简单、计算量较小等特点．
In this paper, optimization problems with nonlinear equality and inequality constraints are discussed, a quasi penalty function and an associated auxiliary problem with only inequality constraints are introduced. By using the generalized projection technique and the idea of strongly subfeasible directions method, a new global convergent algorithm for the primal problems is given. This new algorithm possesses the properties of arbitrary initial point, simpler construction, smallest numeration amount and so on.
出处
《数学杂志》
CSCD
1999年第3期250-256,共7页
Journal of Mathematics
基金
国家自然科学基金
广西自然科学基金
关键词
最优化
强次可行方向法
约束最优化
非线性规划
Optimization
equality and inequality constraints
strongly subfeasible
directions method
generalized projection
global convergence
