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双曲正弦罚函数法
引用本文:刘芳,单锐,王芳,陈延德. 双曲正弦罚函数法[J]. 甘肃联合大学学报(自然科学版), 2008, 22(1): 40-42
作者姓名:刘芳  单锐  王芳  陈延德
作者单位:燕山大学,西校区理学院,河北,秦皇岛,066004
摘    要:对求解一般约束优化问题提出一种算法,并证明了算法的收敛性,数值实验表明了算法的可行性.

关 键 词:约束最优化  罚函数法  收敛性
文章编号:1672-691X(2008)01-0040-03
收稿时间:2007-07-03
修稿时间:2007-07-03

A Kind of Revised Penalty Function Algorithm
LIU Fang,SHAN Rui,WANG Fang,CHEN Yan-de. A Kind of Revised Penalty Function Algorithm[J]. Journal of Gansu Lianhe University :Natural Sciences, 2008, 22(1): 40-42
Authors:LIU Fang  SHAN Rui  WANG Fang  CHEN Yan-de
Abstract:In this paper,a novel objective penalty function is proposed for both equality and inequality constrained optimization problems. In addition to these results, based on the objective penalty function,an algorithm for solving the problem is developed, showing its convergence under some conditions. Numerical experiment shows that the algorithm is efficient.
Keywords:constrained optimization    penalty function melhod    convergence
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