摘要
为不等式约束最优化问题提出一个连续可微近似罚函数并研究它的性质．在此基 础上，提出了两个罚函数方法并证明这两个方法是全局收敛的．
In this paper, a approximate exact differential penalty function for optimization with inequality constraint is introduced and its properties are studied. As a result, two new penalty methods are proposed and the global convergence of the two methods is obtained.
出处
《系统科学与数学》
CSCD
北大核心
2000年第4期499-505,共7页
Journal of Systems Science and Mathematical Sciences
基金
国家自然科学基金资助课题!(39830070)
关键词
罚函数
全局收敛性
不等多约束最优化
光滑近似
Penalty function, global convergence, inequality constrained optimization, approximate differentiable exact penalty.
