一种求解不等式约束优化问题的光滑化算法
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引用本文:张 浩, 张新华.一种求解不等式约束优化问题的光滑化算法[J].经济数学,2011,(3):9-12
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作者单位
张 浩, 张新华 (南京农业大学 工学院江苏 南京 210031) 
中文摘要:利用光滑函数建立了不等式约束优化问题KT条件的一个扰动方程组,提出了一个新的内点型算法. 该算法在有限步终止时当前迭代点即为优化问题的一个精确稳定点. 在一定条件下算法具有全局收敛性,数值试验表明该算法是有效的.
中文关键词:非线性规划  内点算法  全局收敛性
 
A Smoothing Method Based on Interior Point Techniques for Inequality Constrained Optimization
Abstract:A smoothing method based on interior point techniques for minimizing a nonlinear function subject to nonlinear inequality constrained was described. It applies a successive disturbing nonlinear system to approximate the KT conditions. The current iterated point is an exact stationary point of the problem when the algorithm terminates finitely. Under reasonable conditions, the global convergence is established. Numerical tests were presented to confirm the efficiency of the method.
keywords:nonlinear programming  interior point method  global convergence
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