摘要
对求解一般约束优化问题提出一种新的双曲余弦罚函数算法,并证明了算法的收敛性.数值实验表明了算法的有效性.
In this paper, we propose a novel objective penalty function for both equality and inequality constrained optimization problems. In addition to these results, based on the objective penalty function, we develop an algorithm for solving the original problom and show its convergence under some conditions. Numerical experiment shows that the algorithm is efficient.
出处
《首都师范大学学报（自然科学版）》
2006年第2期1-4,共4页
Journal of Capital Normal University：Natural Science Edition
基金
国家自然科学基金(60472071)
北京市教委科研基金(KM200310028117)资助
关键词
约束最优化
罚函数法
双曲余弦罚函数
收敛性
Constrained optimization, Penalty function methods, Hyperbolic consine penalty function, Convergence.
