2026-04-13 14:28 浏览次数 18
KKT条件
The KKT conditions of a nonlinear programming with linear inequality constrains can be transformed into a system of equations by NCP function. Then it is smoothed by Entropy smoothing function.
带不等式约束的非线性规划,其KKT条件可以通过NCP函数转化为一个非光滑的方程组,然后用熵光滑化函数光滑化,得到一个带参数的方程组。
Therefore, its KKT conditions are different from those of the general equality constrained optimization problem.
转化后的问题要求其乘子是非负的,故其KKT条件与一般的等式约束优化问题不同。