| 一种关于目标罚参数的精确罚函数法 |
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| 引用本文： | 白云娇,王开荣.一种关于目标罚参数的精确罚函数法[J].数值计算与计算机应用,2014(1):37-38. |
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| 作者姓名： | 白云娇 王开荣 |
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| 作者单位： | 重庆大学数学与统计学院; |
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| 摘 要： | 罚函数法是一种将约束优化问题转化为无约束问题的重要方法.对于一般的约束优化问题,通过加入新参数,给出了一种改进的精确罚函数和这种罚函数的精确罚定理证明,提出了求解这种罚函数的算法.实验表明该算法是有效的.
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| 关 键 词： | 精确罚函数 目标罚参数 精确罚定理 参数 扰动 |
AN EXACT PENALTY FUNCTION OF OBJECTIVE PARAMETER |
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| Bai Yunjiao Wang Kairong.AN EXACT PENALTY FUNCTION OF OBJECTIVE PARAMETER[J].Journal on Numerical Methods and Computer Applications,2014(1):37-38. |
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| Authors: | Bai Yunjiao Wang Kairong |
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| Affiliation: | Bai Yunjiao Wang Kairong (College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China) |
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| Abstract: | Penalty function method is an important method in translating a constrained opti- mization problem into an unconstrained problem. For the constrained optimization prob- lems,motivated by new parameters, we proposed an exact penalty flmction and proved the exactness of the objective penalty function.Numerical experiments show that the proposed method is effective. |
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| Keywords: | Exact penalty function Objective penalty parameter Exact penalty theo-rem Parameter Disturbance |
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