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运筹学学报 ›› 2010, Vol. 14 ›› Issue (2): 11-22.

• 运筹学 • 上一篇    下一篇

低阶精确罚函数的一种光滑化逼近

赫振华, 白富生   

  • 出版日期:2010-06-15 发布日期:2010-06-15

A Smoothing Approximation to the Lower Order Exact Penalty Function

HE Zhen-Hua, BAI Fu-Sheng   

  • Online:2010-06-15 Published:2010-06-15

被引次数

7

摘要： 本文对不等式约束优化问题给出了低阶精确罚函数的一种光滑化逼近.提出了通过搜索光滑化后的罚问题的全局解而得到原优化问题的近似全局解的算法.给出了几个数值例子以说明所提出的光滑化方法的有效性.

Abstract: In this paper, we propose a smoothing approximation to the lower order exact penalty functions for inequality-constrained optimization problems. An algorithm is presented to obtain an approximate global solution of the original optimization problem by searching a global solution of the smoothed penalty problem. Several numerical examples are given to illustrate the effectiveness of the present smoothing method.