非线性规划按K-S函数凝聚为单个约束的解法

    A Solution Method on Condense Single Constraint by Using K-S Function for Nonlinear Programming

    • 摘要: 为了减少求解非线性规划约束数目太多的巨大计算量,采用K-S函数将非线性规划问题化为只有1个约束条件,按等式约束拉格朗日乘子法得到鞍点条件,利用泰勒公式展开得到近似方程求解非线性规划,迭代求解算例表明该解法具有应用价值.

       

      Abstract: To reduce a mass of calculations with solving multiple constraints for nonlinear programming,the nonlinear programming was transformed into single constraint condition by K-S function in this paper.The saddle point conditions were obtained by Lagrange multiplier method of the equality constraint.By using Taylor formula,we got an approximate equation to solve the nonlinear programming.The iterative results of numerical examples show that the method has a value for applications.

       

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