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摘要: |
对于约束优化问题,给出了一种用二次连续可微函数光滑低阶罚函数的方法;在一些弱的假设条件下,证明了光滑后的罚优化问题的最优解是原优化问题的ε-近似最优解. |
关键词: 约束优化问题 罚函数 光滑化方法 近似最优解 |
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A New Smoothing Method for Lower-order Penalty Function |
QIN Qian
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Abstract: |
With regard to constrained optimization problems,this paper gives a kind of new method by using second-order continuous differentiable function to smooth lower order penalty function,under some weak supposed conditions,proves that the optimal solution of penalty and optimization problems after smoothing is ε-approximate optimal solution of original optimization problem. |
Key words: constrained optimization problem penalty function smoothing method approximate optimal solution |