对于含约束不等式的最优化问题给出了一种双参数罚函数形式,在文[7]的拟牛顿算法的基础上提出了一个同时改变双参数罚函数的新算法,研究了它的收敛性,数值实验表明了该算法是有效的.
We give a two-parameter penalty function for inequality constrained oPtimization problems. We propose a new algorithm based on quasi Newton algorithm in [7] ,in which two parameters are stimulaneously updated,and we study its convergence. Numerical examples illustrate the effectivity of the algorithm.