| 一类可微的精确罚函数方法 |
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| 引用本文： | 马国瑜,李平. 一类可微的精确罚函数方法[J]. 北京化工大学学报(自然科学版), 1993, 0(3) |
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| 作者姓名： | 马国瑜 李平 |
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| 作者单位： | 北京化工学院应用数理系，北京化工学院应用数理系 |
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| 摘 要： | 针对通常精确罚函数方法在可行域边界不可微的缺点,构造了一类可微的精确罚函数方法,使得它能采用无约束优化方法中许多有效的解析方法。作者提出了精确罚函数的构造,讨论了它的性质,证明了算法的收敛性,并给出了数值计算实例。
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| 关 键 词： | 精确罚函数 约束优化问题 无约束优化方法 |
A Differentiable Exact Penalty Function Method |
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| Ma Guoyu Li Ping. A Differentiable Exact Penalty Function Method[J]. Journal of Beijing University of Chemical Technology, 1993, 0(3) |
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| Authors: | Ma Guoyu Li Ping |
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| Affiliation: | Department of Applied Mathematics and Physics |
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| Abstract: | In general, the exact penalty function is not differentialble in the adge of feasible region. A differentiable exact penalty function is given in this paper. So that the analytical unconstrained methods can be used. This paper gives the form and some properties of the exact penalty function, convergence theorem of the algorithm and numerical examples. |
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| Keywords: | exact penalty function constrained optimization problem unconstrained optimization method |
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