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| 摘要: |
| 给出了一个关于函数不等式约束优化问题的计算方法,算法来源于Jennings和Teo(1990).首先,将非光滑的约束通过转换将其光滑化,得到了原问题的一个近似问题,并给出两个定理保证其解的可行性;接下来给出算法并通过数值算例验证了其有效性. |
| 关键词: 费用函数 光滑化 最优解 可行解 |
| DOI： |
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| An Algorithm on Optimization Problems with Functional Inequality Constraints |
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CHI Xiao-yan
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| Abstract: |
| This paper gives an algorithm on optimization problems with functional inequality constraints from Jennings and Teo(1990).Firstly,the constraints of non-smooth are converted to graduation to get an approximation solution of original problem and two theorems are given to guarantee the feasibility of the solution.Then algorithms are presented and the effectiveness of the algorithms is verified by numerical examples |
| Key words: cost function graduation optimal solution feasible solution |
