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混合整数规划的精确罚函数(英文) 被引量:3

Exact Penalty Function for Mixed-Integer Programming
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摘要 本文讨论了混合整数规划的精确罚函数:并给出了原规划的解和其相应的 罚问题解的等价性的几个充分条件.此外,我们提出了线性混合整数规划情况下相应的 K-K-T条件. In this paper, we discuss exact penalty function in mixed-integer programming. Several sufficient conditions are proposed for the equivalence of the solutions between the primal programming and the penalty problem. In addition, we specify the present condition in the case of linear mixed-integer programming by using the corresponding K-K-T condition.
机构地区 上海大学数学系
出处 《运筹学学报》 CSCD 北大核心 2002年第4期1-7,共7页 Operations Research Transactions
基金 ThisresearchwaspartiallysupportedbytheNationalScienceFoundationofChinaunderGrant.
关键词 混合整数规划 精确罚函数 K-K-T条件 Mixed-integer programming, exact penalty function, K-K-T condition
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参考文献4

  • 1C.E.Blair and G.R. Jerosleow AnExact penalty method for mixed-integer programming Math of O.R.Vol.6, No.1, 1981.
  • 2Bazaraa, M.S. & Goode, J.J., Sufficient Conditions for a Globally Exact PenaltyFunction without Convexity, Math. Prog. Study, 19(1982).
  • 3Burke, J.Ⅴ., Calmness and Exact Penalization, SIAM J. Control andOptimization,29(2) (1991).
  • 4Bertsekas, D.P., Necessary and Sufficient Conditions for a Penalty Method to theExact, Math. Prog., 9 (1975).

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