运筹与管理2018，Vol.27Issue(4)：88-92,5.DOI:10.12005/orms.2018.0089
带新NCP函数的Lagrangian乘子方法
Lagrangian Multiplier Method with a New Class of NCP Function
摘要
Abstract
There exists an optimization problem in management,engineering design,scientific research,and other aspects of military command generally.But in the actual situation most of these issues are summarized in the non-linear programming problem.As carry equality and inequality constraints complicated cases, theoptimization problem solving has always been more complicated, and difficult.Under appropriate conditions, NCP Function can be combined with constrained optimization problem, NCP function of unconstrained minimization solution corresponds to the solution of the original constrained problem and its corresponding multiplier.In this paper,a new class of NCP function is proposed for the minimization conditions,We prove 1-1 corresponding relationship of optimality solution between the primal constrained problem and the new unconstrained problem.Meanwhile, Lagrangian multiplier method corresponding with new augmented Lagrangian function is proposed.And this method is implementable and convergent.关键词
非线性规划/NCP函数/乘子Lagrangian函数/收敛性Key words
nonlinear programming/NCP function/multiplierLagrangian function/convergent分类
数理科学引用本文复制引用
王关琳,尚有林,濮定国..带新NCP函数的Lagrangian乘子方法[J].运筹与管理,2018,27(4):88-92,5.基金项目
国家自然科学基金资助项目(11471102,11371281) （11471102,11371281）
