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| 摘要: |
| 以优化理论为基础,对求解一般约束优化问题提出一种算法.它对于惩罚因子可以通过算法自我矫正逼近最优项,在一定条件下证明了算法的收敛性.最后给出算例,结合MATLAB数值试验结果验证了这一算法的有效性. |
| 关键词: 约束最优化 罚函数法 收敛性 |
| DOI： |
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| A Kind of Revised Penalty Function Self-correcting Algorithm |
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LIU Fang~1; SHAN Rui~2
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| Abstract: |
| This paper gives a new algorithm for both equality and inequality constrained optimization problems based on optimization theory.Being self-correcting of the penalty factor,the algorithm is close to the optimal entry. Then it proves the astringency of the algorithm under certain condition.At last,an example is given,based on numerical test result of MATLAB,the feasibility of this algorithm is proven. |
| Key words: constrained optimization penalty function methods convergence |
