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非线性规划按K-S函数凝聚为单个约束的解法

Keywords: 非线性规划,K-S函数,约束凝聚

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Abstract:

为了减少求解非线性规划约束数目太多的巨大计算量,采用K-S函数将非线性规划问题化为只有1个约束条件,按等式约束拉格朗日乘子法得到鞍点条件,利用泰勒公式展开得到近似方程求解非线性规划,迭代求解算例表明该解法具有应用价值.

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