| Sharp增广拉格朗日函数的局部鞍点 |
| |
| 引用本文： | 张斐婓. Sharp增广拉格朗日函数的局部鞍点[J]. 重庆工商大学学报(自然科学版), 2014, 0(8): 14-16 |
| |
| 作者姓名： | 张斐婓 |
| |
| 作者单位： | 重庆师范大学数学学院,重庆401331 |
| |
| 摘 要： | 对于约束优化问题,证明了局部鞍点就是局部最优解,利用泰勒展开公式证明了sharp增广拉格朗日函数在二阶充分性条件下,局部鞍点的存在性,从而保证了原问题和对偶问题的局部最优值相等.
|
| 关 键 词： | 约束优化问题 sharp增广拉格朗日函数 鞍点 二阶充分性条件 |
Local Saddle Point of Sharp-augmented Lagrangian Function |
| |
| ZHANG Fei-. Local Saddle Point of Sharp-augmented Lagrangian Function[J]. Journal of Chongqing Technology and Business University:Natural Science Edition, 2014, 0(8): 14-16 |
| |
| Authors: | ZHANG Fei- |
| |
| Affiliation: | ZHANG Fei-fei (School of Mathematics, Chongqing Normal University, Chongqing 401331, China) |
| |
| Abstract: | With regard to constrained optimization problem, solution, the existence of local saddle point of sharp-augmented it is proved that local saddle point is local optimal Lagrangian function is proved under the sufficient condition of the second order by Taylor Expansion so that the local optimal value of the primitive problem is ensured to equal to that of dual problem. |
| |
| Keywords: | constrained optimization problem sharp-augmented Lagrangian function saddle point second-order sufficient condition |
| 本文献已被 CNKI 维普 等数据库收录！ |
