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改进的目标罚函数及性质 被引量:2

On the Improved Objective Penalty Function and Its Properties
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摘要 为了求解不等式约束非线性规划问题,将已有的带目标参数的罚函数进行改进,证明了这种罚函数的精确罚定理。理论分析和实例表明,改进的目标罚函数不仅具有目标罚函数的优点,而且弥补了它的不足。为研究精确罚函数方法提供了一个新的途径。 For solving an inequality constrained nonlinear programming problem, the author improves an objective penalty function introduced in a paper, and then proves its exact penalty theorem. Theory analysis and an example show that the improved objective penalty function not only has the merits of the objective penalty function but also makes up its weakness. It provides a new approach for studying exact penalty function methods.
作者 王云
出处 《重庆理工大学学报(自然科学)》 CAS 2011年第9期114-117,共4页 Journal of Chongqing University of Technology:Natural Science
基金 国家自然科学基金资助项目(10871216)
关键词 不等式约束非线性规划 精确罚定理 目标罚函数 inequality constrained nonlinear programming problem exact penalty theorem objective penalty function
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参考文献5

  • 1Meng Z Q,Hu Q Y,Dang C Y,et al. An objective penalty function method for nonlinear programming [ J ]. Applied Mathematical Letters ,2004,17:683 - 689.
  • 2Yang X Q. Smoothing approximations to nonsmooth optimization problems [ J ]. Journal of the Australian Mathematical Society, 1994,36:274 - 285.
  • 3Pinar M C ,Zenios S A. On smoothing exact penalty functions for convex constrained optimization [ J ]. SIAM Journal on Optimization, 1994,4:486 - 511.
  • 4Meng K W, Li S J, Yang X Q. A robust SQP method based on a smoothing lower order penalty function [ J ] Optimization ,2009,58:23 - 38.
  • 5Han S P. A global convergent method for nonlinear programming[ J]. Journal of Optimization Theory and Applications, 1977,22 : 297 - 309.

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