| 双参数精确罚函数求解约束优化问题的FR共轭梯度法 |
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| 引用本文： | 刘二永,王斌.双参数精确罚函数求解约束优化问题的FR共轭梯度法[J].徐州师范大学学报(自然科学版),2008,26(1):30-32. |
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| 作者姓名： | 刘二永 王斌 |
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| 作者单位： | 中国矿业大学,理学院,江苏,徐州,221008 |
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| 摘 要： | 对于含约束不等式的最优化问题,给出一种双参数罚函数形式,提出了一个求解这种罚函数无约束优化问题的FR共轭梯度法,研究了它的收敛性.数值实验表明该算法是可行的.
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| 关 键 词： | 最优化 精确罚函数 FR共轭梯度法 收敛性 |
| 文章编号： | 1007-6573(2008)01-0030-03 |
| 修稿时间： | 2007年8月28日 |
An FR Conjugate Gradient Method for Solving Constrained Optimization on Exact Penalty Function with Two Parameters |
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| LIU Er-yong,WANG Bin.An FR Conjugate Gradient Method for Solving Constrained Optimization on Exact Penalty Function with Two Parameters[J].Journal of Xuzhou Normal University(Natural Science Edition),2008,26(1):30-32. |
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| Authors: | LIU Er-yong WANG Bin |
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| Institution: | (School of Sciences,China University of Mining ＆ Technology, Xuzhou, Jiangsu, 221008, China) |
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| Abstract: | For optimizing constrained inequation, a two-parameter penalty function is given. And an FR conjugate gradient method for solving the unconstrained nonlinear penalty problem is proposed, its convergence is studied as well. The feasibility of the algorithm is illustrated with numerical examples. |
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| Keywords: | optimization exact penalty function FR conjugate gradient method convergence |
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