摘要
对于约束非线性优化问题,提出了一种带3-分片非线性互补问题函数的增广Lagrangian函数,将约束优化问题转化成无约束优化问题来求解。新的增广Lagrangian函数的无约束极小点对应于原约束问题的解及乘子,同时提出相应的Lagrangian乘子方法,该方法可执行并具有收敛性。
In this paper,a new class of augmented Lagrange function with 3-piecewise linear NCP function was proposed for nonlinear constrained optimization problems with equality constrains and inequality constrains. There is a good equivalence relation between the unconstrained optimization and the primal constrained problem.At the same time,a new Lagrange multiplier method is introduced.The method is performable and convergent.
出处
《河南科技大学学报（自然科学版）》
CAS
北大核心
2012年第4期82-85,9,共4页
Journal of Henan University of Science And Technology:Natural Science
基金
国家自然科学基金项目(10771162,10971053)
河南省自然科学基金项目(094300510050)
关键词
约束优化
非线性互补函数
拉格朗日函数
乘子
收敛性
Constrained optimization
Nolinear complementarity function
Lagrangian function
Multiplier
Convergance
