针对非线性不等式约束优化问题提出一种新的光滑精确罚函数,并证明这种类型的光滑罚函数对求解非线性约束优化问题具有好的性质.基于这个光滑精确罚函数,文中设计罚函数算法,并证明在一些较弱的条件下,算法具有全局收敛性.最后,一些数值算例说明算法的有效性.
In this paper, a new smoothing technique to the classical ll exact penalty function for nonlinear constrained optimization problems is presented. The paper proves that this type of the smoothing penalty functions has good properties for solving nonlinear constrained optimization problems. Under some mild conditions, an algorithm based on our smoothing function is given, which is shown to be globally convergent. Some numerical examples are given to illustrate the applicability of the present smoothing method, which show that the algorithm is efficient.