求解非凸约束优化问题的p次幂拉格朗日方法

摘要

In this paper,we introduce an equivalent p-th power reformulation for a class of nonconvex constrained optimization problems.Meanwhile,we consider a class of p-th power Lagrangian.Then we propose an algorithm based on a class of p-th power Lagrangian and analyze its global convergence properties.Finally,experiments showing how the new algorithms and results are related to practical computations will be given.%针对非凸约束优化问题,引入了一种等价的p次幂形式,并考虑了一类p次幂拉格朗日函数.给出了求解非凸约束优化问题的p次幂拉格朗日算法并且分析了它的全局收敛性.借助于数值实验,说明了算法的有效性.