一类新的光滑化l1精确罚函数法
A New Smooth l1 Exact Penalty Function Methods
摘要: 罚函数法是求解约束优化问题的一种经典方法，其基本思想是将约束优化问题转化为无约束优化问题进行求解。本文我们提出了一类新的具有二次连续可微性质的光滑化l1精确罚函数，并证明了相应罚函数算法的全局收敛性。此外，我们进行了数值实验，数值结果表明了该方法比较有效。
Abstract: Penalty function method is a classical method for solving constrained optimization problems. Its basic idea is to transform constrained optimization problem into constrained optimization problem for solving. In this article, we propose a new class of smoothing exact penalty function methods and prove their global convergence. In addition, we conducted numerical experiments, and the numer-ical results showed that the method is relatively effective.
文章引用：瞿小敏. 一类新的光滑化l1精确罚函数法[J]. 应用数学进展, 2023, 12(5): 2582-2592. https://doi.org/10.12677/AAM.2023.125259

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