等式约束优化问题的一类新的简单光滑精确罚函数

doi:10.15960/j.cnki.issn.1007-6093.2017.01.004

运筹学学报

等式约束优化问题的一类新的简单光滑精确罚函数

连淑君^1,*杜爱华¹唐加会¹

1. 曲阜师范大学管理学院, 山东日照 276826

收稿日期:2016-02-01 出版日期:2017-03-15 发布日期:2017-03-15
通讯作者: 连淑君 lsjsd2003@126.com
基金资助:
国家自然科学基金(Nos. 71371107, 61373027), 山东省自然科学基金(No. ZR2013AM013)

A new class of simple smooth exact penalty functions for equality constrained optimization problems

LIAN Shujun^1,* DU Aihua¹ TANG Jiahui¹

1. School of Management, Qufu Normal University, Rizhao 276826, Shandong, China

Received:2016-02-01 Online:2017-03-15 Published:2017-03-15

摘要/Abstract

摘要：

LIAN Shujun, DU Aihua, TANG Jiahui

关键词: 非线性规划, 约束最优化, 精确罚函数, 光滑罚函数

Abstract:

Exact penalty function method is one of the main approaches for solving constrained nonlinear programming problems. For the traditional exact penalty function, it is not both smooth and simple. It is simple in the sense that the gradient of the objective function and constrained functions is not involved in the penalty function. In this paper, a new class of simple and smooth penalty functions which are different from the tradition penalty functions is proposed for the equality constrained problem. It is proved that the class of exact penalty functions is exact. The algorithm based on the new smoothed penalty functions is proposed. Two numerical examples show that the algorithm is efficient.

Key words: nonlinear programming, constrained optimization, exact penalty function, smooth penalty function

连淑君, 杜爱华, 唐加会. 等式约束优化问题的一类新的简单光滑精确罚函数[J]. 运筹学学报, doi: 10.15960/j.cnki.issn.1007-6093.2017.01.004.

LIAN Shujun, DU Aihua, TANG Jiahui. A new class of simple smooth exact penalty functions for equality constrained optimization problems[J]. Operations Research Transactions, doi: 10.15960/j.cnki.issn.1007-6093.2017.01.004.

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等式约束优化问题的一类新的简单光滑精确罚函数

A new class of simple smooth exact penalty functions for equality constrained optimization problems

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