| 双曲罚函数乘子法 |
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| 引用本文： | 程桂香,陈兰平.双曲罚函数乘子法[J].首都师范大学学报(自然科学版),2007,28(5):6-10,13. |
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| 作者姓名： | 程桂香 陈兰平 |
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| 作者单位： | 首都师范大学数学科学学院,北京,100037 |
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| 基金项目： | 国家自然科学基金;北京市教委科研项目 |
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| 摘 要： | 本文对求解等式约束最优化问题提出一种新的双曲罚函数乘子法，推导出了其一阶、二阶迭代算法，证明了算法的收敛性，数值实验验证了算法的有效性．
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| 关 键 词： | 等式约束最优化 乘子法 双曲罚函数 收敛性. |
| 修稿时间： | 2006-03-16 |
Hyperbolic Penalty Function Multiplier Method |
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| Cheng Guixiang,Chen Lanping.Hyperbolic Penalty Function Multiplier Method[J].Journal of Capital Normal University(Natural Science Edition),2007,28(5):6-10,13. |
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| Authors: | Cheng Guixiang Chen Lanping |
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| Institution: | School of Mathematical Sciences, Capital Normal University, Beijing 100037 |
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| Abstract: | This paper proposes a new hyperbolic penalty function multiplier method for the equality constrained optimization problom. We deduce the first-order and the second-order iterative formulas and the algorithms and proved its convergence under some conditions. Finally, numerical experiments show that these formulas and algorithms are efficient. |
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| Keywords: | Equality constrained optimization multipliers method hyperbolic penalty function convergence |
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