文档介绍:
An Aggregate Function Method for Constrained
Optimization Problems
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10
15
ZHANG Xinchun*
(Research Institute of Electronic Science and Technology, University of Electronic Science and
Technology of China, Chengdu 611731)
Abstract: In this paper, the aggregate function method (AFM) for constrained optimization problems
(COP) is investigated. The AFM is effective for multiple inequality-constrained optimization problems.
However, the inherent ings of the AFM, both in convergence and data overflow, seem to have
gone unnoticed. To address these issues systematically, some efficient measurements are carried out to
deal with such problems, such as adding the stable term and the exponent reduction parameter to the
original aggregate function, which are highlighted in the entire paper. Moreover, the corresponding
properties of both the AFM and the improved AFM (IAFM) are presented.
Key words: Constrained optimization problems; aggregate function; optimization
0 Introduction
Consider the typical constrained optimization problem (COP)
ì m i n f X( )
( P) í
i = 1 , 2L, t ,
(1)
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25
30
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where f and gi : ¡n ® ¡ are twice continuously differentiable, real and smooth functions, t is the
number of the inequality constraints.
The core issue of (1) is to solve the multi-constraint inequality optimization problems with the
least efforts. Up to now