约束非线性l_p问题的调节熵方法

Adjustable Entropy Method for Constrained Nonlinear l_p Problem

首先介绍了调节熵函数及其性质,然后通过调节熵函数及罚函数技术将一类约束非线性lp规划问题转化为可微的优化问题,再设计其求解算法,并通过数值算例与极大熵函数求法进行比较.结果表明该算法收敛速度更快.

This paper first introduces the adjustable entropy function and its properties. Then, a type of constrained nonlinear lp problem is changed into differentiable optimization problem by adjustable entro- py function and penalty function. The solution algorithm is designed and it is compared through numerical examples with the maximum entropy function. The results show that this algorithm converges faster.