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一种关于目标罚参数的精确罚函数法
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, 0(1): 37-38
作者姓名:白云娇  王开荣
作者单位:重庆大学数学与统计学院;
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.

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
Bai Yunjiao Wang Kairong. AN EXACT PENALTY FUNCTION OF OBJECTIVE PARAMETER[J]. Journal on Numerical Methods and Computer Applications, 2014, 0(1): 37-38
Authors:Bai Yunjiao Wang Kairong
Affiliation:Bai Yunjiao Wang Kairong (College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China)
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.
Keywords:Exact penalty function  Objective penalty parameter  Exact penalty theo-rem  Parameter  Disturbance
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