约束型极值问题的条件研究

On Conditions of Constrained Extremum Problems

在实际工作中约束条件下的最优化问题是目前研究的热点。约束条件的选取与极值或最值的获得有密切相关性,为改善在极值理论中存在算法仅获得局部最优解并加速寻解的迭代过程,就最优性条件进行了假设与定义,并推导得出其可以与库恩-哈克条件对应,从而找到约束型极值的必要但不充分条件,为求其解提供了一种思路。

In practice,constrained optimization problem is a hot research.The selection of constrains is closely related to the acquisition of extreme values.To solve the problem that the algorithm can only obtain local optimal solution in extreme value theory and accelerate the iterative process of seeking solutions,the paper,this artide gives assumptions and definitions on the optimality conditions,concluded that it corresponded to Kuhn-Huck condition,thus getting the necessary but not sufficient condition of constrained extrema,which provided an idea for getting the solution of constrained extrema.