摘要
对于带有不等式约束的函数最优化,指出经典微分法在实际应用中的一些困难,为此提出逐次极值法.论证并设计出逐次极值法的原理和算法,结合典型案例,说明逐次极值法的实际分析操作.以优势曲线与优势函数为特征的分析与推导,含有严格的理论证明,为有效的早期筛选提供了理论依据.最后总结归纳了逐次极值法的优点.
As to the optimization of function with inequality constraints, the article points out the difficulties in the practical application of classical differential method and proposes successive extreme method. Combined with typical cases, it proves and designs the principle and algorithm and illustrates the practical analysis of the operations of successive extreme value method. The article analyzes and deduces theoretical proof using advantages curve and function, which provides theoretical basis for the effectiveness of early screening. Finally, the article concludes and sums up the advantages of successive extreme value method. words：
出处
《大学数学》
2014年第2期61-65,共5页
College Mathematics
基金
江苏省高等教育教学改革研究课题重点项目(2011JSJG085)
关键词
逐次极值法
优势曲线
优势函数
降维
最优性判定
successive extreme value method
advantages curve
advantages function
dimensionality reduction
optimality determination
