| 双曲余弦罚函数法 |
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| 引用本文： | 程桂香,陈兰平.双曲余弦罚函数法[J].首都师范大学学报(自然科学版),2006,27(2):1-4. |
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| 作者姓名： | 程桂香 陈兰平 |
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| 作者单位： | 首都师范大学数学系,北京,100037 |
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| 基金项目： | 中国科学院资助项目;北京市教委共建项目 |
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| 摘 要： | 对求解一般约束优化问题提出一种新的双曲余弦罚函数算法,并证明了算法的收敛性.数值实验表明了算法的有效性.
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| 关 键 词： | 约束最优化 罚函数法 双曲余弦罚函数 收敛性 |
| 收稿时间： | 2005-05-06 |
| 修稿时间： | 2005年5月6日 |
Hyperbolic Cosine Penalty Function Algorithm |
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| Cheng Guixiang,Chen Lanping.Hyperbolic Cosine Penalty Function Algorithm[J].Journal of Capital Normal University(Natural Science Edition),2006,27(2):1-4. |
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| Authors: | Cheng Guixiang Chen Lanping |
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| Institution: | Department of Mathematics, Capital Normal University, Beijing 100037 |
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| Abstract: | In this paper,we propose a novel objective penalty function for both equality and inequality constrained optimization problems.In addition to these results,based on the objective penalty function,we develop an algorithm for solving the original problom and show its convergence under some conditions.Numerical experiment shows that the algorithm is efficient. |
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| Keywords: | Constrained optimization Penalty function methods Hyperbolic consine penalty function Convergence |
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