AN AGGREGATE FUNCTION METHOD FOR NONLINEAR PROGRAMMING
AN AGGREGATE FUNCTION METHOD FOR NONLINEAR PROGRAMMING
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DOI：
10.1360/ya1991-34-12-1467
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发表时间：
1991-12
期刊：
影响因子：
--
通讯作者：
Xingsi Li
中科院分区：
文献类型：
--
作者：
Xingsi Li
本文提出了一种求解非线性规划问题的新方法--凝聚函数法。首先用“最大”约束代替原约束集，将多约束优化问题转化为非光滑的单约束问题，然后利用代理约束概念和最大熵原理导出一个光滑函数，用它逼近非光滑的最大约束，将原问题转化为光滑的单约束问题;此外，我们还提出了一种乘子罚算法。该算法具有收敛速度快、稳定性好、易于计算机实现等优点，特别适合于求解具有大量约束条件的非线性规划问题。
This paper presents a new method, called the "aggregate function" method, for solvingnonlinear programming problems. At first, we use the "maximum" constraint in place of theoriginal constraint set to convert a multi-constrained optimization problem to a non-smoothbut singly constrained problem; we then employ the surrogate constraint concept and themaximum entropy principle to derive a smooth function, by which the non-smooth maximumconstraint is approximated and the original problem is converted to a smooth and singly con-strained problem; furthermore, we develop a multiplier penalty algorithm. The presentalgorithm has merits of stable and fast convergence and ease of computer implementation,and is particularly suitable to solving a nonlinear programming problem with a large num-ber of constraints.