【摘要】 带不等式约束的非线性规划,其KKT条件可以通过NCP函数转化为一个非光滑的方程组,然后用熵光滑化函数光滑化,得到一个带参数的方程组.提出了一个求解该参数方程组的非内点连续化方法,证明了该算法的全局线性收敛和局部二次收敛.计算结果表明了该算法的有效性.更多还原

【Abstract】 The KKT conditions of a nonlinear programming with linear inequality constrains can be transformed into a system of equations by NCP function.Then it is smoothed by Entropy smoothing function.A non-interior continuation method is proposed.The global linear convergence and local quadratic convergence of the algorithm are obtained.Numrical results show the high efficiency of the algorithm.更多还原