| 一种求解带等式约束非线性规划问题全局最优解的方法 |
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| 引用本文： | 龙强.一种求解带等式约束非线性规划问题全局最优解的方法[J].渝西学院学报(自然科学版),2010(1):20-23. |
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| 作者姓名： | 龙强 |
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| 作者单位： | 重庆师范大学数学与计算机科学学院; |
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| 摘 要： | 本文把罚函数法和一种求解无约束非线性规划问题的辅助函数法相结合，首先写出非线性规划问题的罚函数，从而把原问题转化成为一个无约束的非线性规划问题，然后再运用辅助函数法（GOM）来求解罚函数的全局最优解，从而求到原带等式约束的非线性规划问题的全局最优解．
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| 关 键 词： | 等式约束 非线性规划 全局最优解 罚函数法 |
A global optimized solution of nonlinear programming with equality constraints |
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| Authors: | LONG Qiang |
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| Institution: | LONG Qiang(Colleges of Mathematics & Computer Science,Chongqing Normal University,Shapingba Chongqing 400047,China) |
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| Abstract: | This paper combines the penalty function method with an auxiliary function method for the global optimization problem without constraint.Firstly,we construct a penalty function of the nonlinear programming problem with equality constraints.The original problem can be transformed into an unconstrained problem.Then the auxiliary function method called GOM is used to solve the unconstrained penalty problem.Finally the global minimizer of the original nonlinear programming problem can be obtained. |
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| Keywords: | equality constraints nonlinear programming global optimization penalty function method |
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