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.
A smoothing method based on interior point techniques for minimizing a nonlinear function subject to nonlin- ear 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.
出处
《经济数学》
北大核心
2011年第3期9-12,共4页
Journal of Quantitative Economics
基金
江苏省农机局科研基金资助项目(GXZ09014)
关键词
非线性规划
内点算法
全局收敛性
nonlinear programming
interior point method
global convergence
