提出一类带非线性互补问题(NCP)函数的新Lagrangian乘子法,用来解满足等式约束和不等式约束的最优化问题.此方法以连续可微的罚函数为基础,通过求解一个新的无约束Lagrangian函数得到原问题的解,并且在一定的条件下还可得到此方法的全局收敛性.
This paper presents a new Lagrangian Multiplier method with nonlinear complementarity problem(NCP) function for nonlinear constrained optimization problem. The method is based on a continuously differentiable penalty function and it can obtain the solution of the constrained problems by a single unconstrained minimization of a new lagrangian function. Moreover, the global convergence can also be abtained under mild conditions.