摘要
使用拟可行内点法研究一般的光滑约束最优化问题.在算法中改进了拟可行内点法中的值函数,使用指数形式的更一般函数,用此值函数证明了可行性问题的一阶最优性点的存在性,并通过对内部算法及外部算法的讨论得到了算法的收敛性定理.算例结果表明,指数的变化对迭代次数、拉格朗日乘子的取值及初值的选取都有较大影响,通过合适的取值可使算法具有更好的收敛性.
The authors used quasi-feasible interior point method to solve general smooth constraint optimization problems. We improved the merit function in quasi-feasible interior point method and used the exponential function that is the more general function to prove the existence ot one order optimality point m feasible problem. We discussed the inner and outer algorithms and made the convergence theorem. The example shows that the exponential change has tremendous influences on iterative number, Lagrange multiplier value and initial value. An appropriate value selected can make the algorithm have a good convergence property.
出处
《吉林大学学报(理学版)》
CAS
CSCD
北大核心
2010年第2期193-200,共8页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:10771020)
关键词
内点法
收敛性
约束规划
interior-point method
convergence
constrained programming