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.

 
  • 摘要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。
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