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一个增广开环关联平衡法
引用本文:吉国力. 一个增广开环关联平衡法[J]. 厦门大学学报(自然科学版), 1989, 28(6): 578-582
作者姓名:吉国力
作者单位:厦门大学计算机与系统科学系
摘    要:在线性化增广拉格朗日函数法的基础上,利用双环迭代的思想,提出稳态递阶优化开环算法--增广开环关联平衡法。它具有适应范围宽、参数易选的特点。对于某些非凸问题亦能求解,兼有IBM和LALM的优点,并以实例比较加以说明。

关 键 词:递阶优化  开环算法  关联平衡法  线性化增广拉格朗日函数法

An Augmented Interaction Balance Method
Ji Guoli. An Augmented Interaction Balance Method[J]. Journal of Xiamen University(Natural Science), 1989, 28(6): 578-582
Authors:Ji Guoli
Affiliation:Dept. of Compu. and Sys. Sci.
Abstract:This paper proposes an open-loop algorithm about the steady state hierarchical optimization,i, e. an augmented interaction balance method.It is obtained from basing on the linearized augmented lagrangian method and using the double loop iteration.It has two characters :suitable to solve many problems and easy to choese parameters. Some of non-convex problems can be solved . It also has the merits of IBM and LALM. Some examples are taken for further explanation.
Keywords:Hierarchical optimization  Open-loop algorithm  Interaction balance method  Linearized augmented lagrangian method
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