【摘要】 针对等式及不等式约束极小化问题,通过对原问题添加一个变量,给出一个新的简单精确罚函数,即在该精确罚函数表达式中,不含有目标函数及约束函数的梯度.在满足某些约束品性的条件下,可以证明:当罚参数充分大时,所给出的罚问题的局部极小点是原问题的局部极小点.更多还原

【Abstract】 By adding one variable for equality or inequality constrained minimization problems,a new simple exact penalty function was proposed,namely,the new exact penalty function did not contain the gradients of the objective function and constraint functions.Under mild assumptions, the local minimizer of the penalty function is the local minimizer of primal problem,when the penalty parameter is sufficiently large.更多还原