摘要
本文提出了一个求解具有不等式约束优化问题的非线性Lagrange函数,讨论了该函数在K-T点的性质,证明了在适当条件下,当参数k大于某一阈值k0时,由算法产生的点列具有局部收敛性,并给出了与罚参数有关的解的误差估计.
This paper proposes a nonlinear Lagrangian for solving optimization problems with inequality constraints. It discusses properties of the function at K-T point. The convergence theorem shows that the sequence of iterate points generated based on the proposed nonlinear Lagrangian is locally convergent when the penalty parameter k is larger than a threshold k0 under a set of suitable conditions on problem functions and the error bound solution depending on the penalty parameter, is also established.
出处
《海南师范大学学报（自然科学版）》
CAS
2009年第4期388-392,共5页
Journal of Hainan Normal University（Natural Science）
基金
辽宁省教育厅高等学校科研项目(2008376)
