| 新的拉格朗日乘子方法 |
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| 引用本文： | 濮定国,金中.新的拉格朗日乘子方法[J].同济大学学报(自然科学版),2010,38(9):1387-1391. |
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| 作者姓名： | 濮定国 金中 |
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| 作者单位： | 1. 同济大学,数学系,上海,200092
2. 同济大学,数学系,上海,200092;上海海事大学,数学系,上海,200135 |
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| 摘 要： | 对于约束优化问题,提出一类新的结合Fischer-Burmeister非线性互补(NCP)函数的增广拉格朗日函数,它的无约束极小解对应于原约束问题(NLP)的解及其乘子;同时提出相对应的拉格朗日乘子方法.该方法可实现并具有全局收敛性.
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| 关 键 词： | 约束优化 非线性互补函数 拉格朗日函数 乘子 收敛性 |
| 收稿时间： | 5/22/2009 5:05:09 PM |
| 修稿时间： | 2010/6/11 0:00:00 |
New Lagrangian Multiplier Methods |
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| PU Dingguo and JIN Zhong.New Lagrangian Multiplier Methods[J].Journal of Tongji University(Natural Science),2010,38(9):1387-1391. |
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| Authors: | PU Dingguo and JIN Zhong |
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| Institution: | Department of Mathematics, Tongji University, Shanghai 200092, China;Department of Mathematics, Tongji University, Shanghai 200092, China;Department of Mathematics, Shanghai Maritime University, Shanghai 200135, China |
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| Abstract: | A new class of augmented Lagrangian functions with the Fischer Burmeister NCP function and a Lagrangian multiplier method are proposed for the minimization of a smooth function subject to smooth equation and inequality constraints.This method is based on the solutions of the unconstrained optimization which is a reformulation of the primal constrained problem.These methods are implementable and globally convergent. |
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| Keywords: | constrained optimization nonlinear complementarity function Lagrangian function multiplier convergence |
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