期刊论文

A New Smooth l1 Exact Penalty Function Methods

中文

应用数学进展

2324-7991

2023

5

2582-2592

本校为第一机构

罚函数法是求解约束优化问题的一种经典方法,其基本思想是将约束优化问题转化为无约束优化问题进行求解。本文我们提出了一类新的具有二次连续可微性质的光滑化l1精确罚函数,并证明了相应罚函数算法的全局收敛性。此外,我们进行了数值...展开更多 罚函数法是求解约束优化问题的一种经典方法,其基本思想是将约束优化问题转化为无约束优化问题进行求解。本文我们提出了一类新的具有二次连续可微性质的光滑化l1精确罚函数,并证明了相应罚函数算法的全局收敛性。此外,我们进行了数值实验,数值结果表明了该方法比较有效。收起

Penalty function method is a classical method for solving constrained optimization problems. Its basic idea is to transform constrained optimization problem into constrained optimization problem for solving. In this article, we propose a new class of smoothing exact pen...MORE Penalty function method is a classical method for solving constrained optimization problems. Its basic idea is to transform constrained optimization problem into constrained optimization problem for solving. In this article, we propose a new class of smoothing exact penalty function methods and prove their global converg...