For smooth optimization problem with equMity constraints, new continuously differentiable penalty function is derived. It is proved exact in the sense that local optimizers of a nonlinear program are precisely the opt...For smooth optimization problem with equMity constraints, new continuously differentiable penalty function is derived. It is proved exact in the sense that local optimizers of a nonlinear program are precisely the optimizers of the associated penalty function under some nondegeneracy assumption. It is simple in the sense that the penalty function only includes the objective function and constrained functions, and it doesn＇t include their gradients. This is achieved by augmenting the dimension of the program by a variable that controls the weight of the penalty terms.展开更多
In this paper, a new region of βk with respect to ;βk^PRP is given. With two Armijo-type line searches, the authors investigate the global convergence properties of the dependent PRP conjugate gradient methods, whic...In this paper, a new region of βk with respect to ;βk^PRP is given. With two Armijo-type line searches, the authors investigate the global convergence properties of the dependent PRP conjugate gradient methods, which extend the global convergence results of PRP conjugate gradient method proved by Grippo and Lucidi （1997） and Dai and Yuan （2002）.展开更多
In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the global optimizers of a nonlin...In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the global optimizers of a nonlinear problem are precisely the global optimizers of the logarithmic-exponential multiplier penalty problem.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.10971118the Science foundation of Shandong Province(J10LG04)
文摘For smooth optimization problem with equMity constraints, new continuously differentiable penalty function is derived. It is proved exact in the sense that local optimizers of a nonlinear program are precisely the optimizers of the associated penalty function under some nondegeneracy assumption. It is simple in the sense that the penalty function only includes the objective function and constrained functions, and it doesn＇t include their gradients. This is achieved by augmenting the dimension of the program by a variable that controls the weight of the penalty terms.
基金This work is supported by National Science Foundation of China(10571106)the Foundation of Qufu Normal University.
文摘In this paper, a new region of βk with respect to ;βk^PRP is given. With two Armijo-type line searches, the authors investigate the global convergence properties of the dependent PRP conjugate gradient methods, which extend the global convergence results of PRP conjugate gradient method proved by Grippo and Lucidi （1997） and Dai and Yuan （2002）.
基金This project is supported by National Natural Science Foundation of China （10971118） and the Science foundation of Shandong Province（2008BS10003）
文摘In this paper, we give a solving approach based on a logarithmic-exponential multiplier penalty function for the constrained minimization problem. It is proved exact in the sense that the global optimizers of a nonlinear problem are precisely the global optimizers of the logarithmic-exponential multiplier penalty problem.
