基于F-B函数的牛顿法解一般约束优化规划问题A Newton Algorithm with F-B Function for General Constraint Optimization Problem
陈加民,王希云
摘要(Abstract)：
文章给出了一个解决一般约束最优化问题的含调节参数型的牛顿算法.算法有两个重要特征,首先,算法借助Lagrange函数和NCP中的F-B函数,通过构造等价于点条件的线性方程组来处理一般约束优化问题,其次,利用F-B函数的光滑性质,定义了调节参数,从而弱化了K-T点条件。文章在适当的条件下,证明了该算法具有全局收敛性。数值实验表明算法有效。
关键词(KeyWords)： 约束优化问题;K-T点;牛顿法;调节参数;F-B函数;全局收敛
基金项目(Foundation):
作者(Author): 陈加民,王希云
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