| 基于约束优化问题乘子罚函数方法的全局收敛性分析 |
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| 引用本文： | 吴聪伟,曹继平,朱亚红.基于约束优化问题乘子罚函数方法的全局收敛性分析[J].萍乡高等专科学校学报,2013(3):13-17. |
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| 作者姓名： | 吴聪伟 曹继平 朱亚红 |
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| 作者单位： | [1]第二炮兵工程大学理学院 [2]第二炮兵工程大学五系,陕西西安710025 |
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| 摘 要： | 针对最优化问题的增广Lagrange乘子罚函数方法给出了其收敛性结论。该方法提出的惩罚机制使得迭代点的可行性得到有效控制,通过添加Lagrange乘子有效避免了罚因子无限增大所带来的数值病态问题。全局收敛性结论表明了此方法的可行性。
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| 关 键 词： | 最优化问题 罚函数 Lagrange乘子 全局收敛性 |
The Global Convergence Analysis of Augmented Lagrange Multiplier Method for Nonlinear Optimization |
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| Wu Congwei,Cao Jiping,Zhu Yahong.The Global Convergence Analysis of Augmented Lagrange Multiplier Method for Nonlinear Optimization[J].Journal of Pingxiang College,2013(3):13-17. |
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| Authors: | Wu Congwei Cao Jiping Zhu Yahong |
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| Institution: | 1. College of Science, Second Artillery Engineering University, 2.5th Department, Second Artillery Engineering University, Xi＇an 710025, China ) |
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| Abstract: | This paper provides the global convergence conclusion of the augmented Lagrange multiplier penalty function methods for optimization problems. This method can control the compatibility effectively by penalty techniques and reduces the possibility of ill-conditioning that unlimitedly-enlarging penalty parameters bring about by adding the Lagrange multiplier. The global convergence results demonstrate the feasibility of this method. |
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| Keywords: | optimization problem： penalty function： Lagrange multiplier： global convergence |
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