数值计算与计算机应用
數值計算與計算機應用
수치계산여계산궤응용
JOURNAL ON NUMERICAL METHODS AND COMPUTER APPLICATIONS
2002年
3期
209-215
,共7页
entropy function method%penalty function method%precision SQP algorithm
The entropy function method is a kind of method developed in the last decade for solving optimization problems. In this paper we make a comparison between this method and several other optimization methods. Our numerical experiment shows that the entropy function method is much better than simple penalty function method and has similar efficiency with SQP algorithm and Vardi's method.
