کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4615658 1339324 2015 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
New active set identification for general constrained optimization and minimax problems
ترجمه فارسی عنوان
شناسه مجموعه ای جدید فعال برای بهینه سازی محدود و کمینه های کمینه
کلمات کلیدی
بهینه سازی محدود، مشکلات مینیمکس محدودیت های فعال، روش شناسایی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
چکیده انگلیسی

The purpose of this paper is to discuss the problem of identifying the active constraints for general constrained nonlinear programming and constrained minimax problems at an isolated local solution. Facchinei, Fischer and Kanzow [4] proposed an effective technique which can identify the active set in a neighborhood of an isolated local solution for nonlinear programming, and Han, Jian and Li [5] improved and extended this to minimax problems. In this work, a new active constraint identification set is constructed, not only is it tighter than the previous two identification sets, but also it can be used effectively in penalty algorithms. Without strict complementarity and linear independence, it is shown that the new identification technique can accurately identify the active constraints of nonlinear programming and constrained minimax problems. Some numerical examples illustrate the identification technique.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 421, Issue 2, 15 January 2015, Pages 1405–1416
نویسندگان
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