求解半无限规划问题的一类新的精确 罚函数方法.pdfVIP

Operations Research and Fuzziology 运筹与模糊学, 2017, 7(4), 138-147 Published Online November 2017 in Hans. /journal/orf /10.12677/orf.2017.74014 A New Exact Penalty Function Method for Solving Semi-Infinite Programming Problems Yanping Zhang, Qian Liu School of Mathematics and Statistics, Shandong Normal University, Jinan Shandong st rd th Received: Oct. 21 , 2017; accepted: Nov. 3 , 2017; published: Nov. 15 , 2017 Abstract For semi-infinite programming problems, we provide a new generalized exact penalty function, which contains many commonly used penalty functions as a special case. It is proved that the local optimal solution of the unconstrained optimization subproblem is also the local optimal solution of the original problem when the penalty parameter is sufficiently large under some constraint qualification. Moreover, under suitable conditions, we also prove that the global optimal solution sequence of unconstrained optimization subproblem converges to the global optimal solution of the original problem. Keywords Semi-Infinite Programming, Exact Penalty Function, Penalty Function Algorithm 求解半无限规划问题的一类新的精确 罚函数方法 张艳萍，刘 茜 山东师范大学数学与统计学院，山东 济南 收稿日期：2017年10月21 日；录用日期：2017年11月3 日；发布日期：2017年11月15 日 摘 要 对于半无限规划问题，我们提供了一种新的概括性的精确罚函数，它包含了许多常用的罚函数作为特例。 文章引用: 张艳萍, 刘茜. 求解半无限规划问题的一类新的精确罚函数方法[J]. 运筹与模糊学, 2017, 7(4): 138-147. DOI: 10.12677/orf.2017.74014 张艳萍，刘茜 我们证明了在适当的约束规格条件下，当罚参数充分大的时候，罚问题的局部最优解也是原问题的局部 最优解。另外，在适当的条件下我们证明了罚问题的全局最优解序列收敛于原问题的全局最优解。 关键词 半无限规划，精确罚函数，罚函数算法 Copyright © 2017 by authors and Hans Publishers Inc. This work is licensed under the Creative Com