Improvement of Convergence Rate of the Transformation Method for Constrained Optimization Problems
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概要
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A transformation method with two parameters is described. A new correction of the Lagrange multiplier is presented and its theoretical results are proved. Based on the results one modified algorithm to improve the rate of convergence and make the existence of the saddle point possible is proposed. The present method is an efficient one for nonconvex function problems with constraints, does not suffer from numerical difficulties and has a rapid convergence rate. The method is applicable successfully to many nonlinear programming problems with a variety of nonconvexities and nonlinearities.
- 一般社団法人日本機械学会の論文
著者
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Fujimoto Hideo
Nagoya Institute Of Technology
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FUJII Seizo
Nagoya Institute of Technology
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TAKAHASHI Kiyoshi
Asahi Dow Co., Ltd.
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Takahashi Kiyoshi
Asahi Dow Co. Ltd.
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