非线性几何规划的几种算法

介绍了非线性规划的数学模型(即具有不等式约束条件的求解目标函数最优化解的一类优化问题)以及现今求解这类非线性规划问题时,运用最为广泛的罚函数内点算法,同时介绍了解决几何规划问题的两种算法,内点路经跟踪法和序列二次规划法。通过实例,对比了文中所介绍的内点路径跟踪法和序列二次规划法的运算结果,最终给出结论。

Several Algorithms for Nonlinear Geometric Programming

This article describes the mathematical model of nonlinear programming,namely what with inequality constraints of the optimal solution for a class of objective functions for solving optimization problems.The most widely used method for solving nonlinear programming problems today is introduced,that is penalty interior point method algorithm.Interior-point method of path tracking and sequential quadratic programming method are presented for solving geometric programming problems.A comparison is made between the results of Interior-point method of path tracking and sequential quadratic programming method using examples.The results show that the sequential quadratic programming method is superior to the other two methods both in number of iterations and in the running final optimization solution.