| 解线性等式约束优化问题的模式搜索过滤集方法 |
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| 引用本文： | 陈宁,孙文瑜,袁锦昀.解线性等式约束优化问题的模式搜索过滤集方法[J].运筹学学报,2015,19(3):96-107. |
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| 作者姓名： | 陈宁 孙文瑜 袁锦昀 |
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| 作者单位： | 1. 南京师范大学数学科学学院，江苏省大规模复杂系统数值模拟重点实验室，南京, 210023; 2. 巴西巴拉那联邦大学数学系， 巴西巴拉那州库里提巴, 81531--990 |
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| 摘 要： | 提出一个解线性等式约束无导数优化的模式搜索过滤集算法，该算法将过滤集技术嵌入无导数优化算法中以改善算法的效率. 建立了新算法的总体收敛性, 初步的数值试验结果表明新算法是有效的.
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| 关 键 词： | ,无导数优化,模式搜索算法,过滤集技术,约束优化,总体收敛性, |
| 收稿时间： | 2015-05-20 |
A pattern search filter method for linearly equality-constrained optimization problems |
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| CHEN Ning,SUN Wenyu,YUAN Jinyun.A pattern search filter method for linearly equality-constrained optimization problems[J].OR Transactions,2015,19(3):96-107. |
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| Authors: | CHEN Ning SUN Wenyu YUAN Jinyun |
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| Institution: | 1. School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210023, China; 2. Department of Mathematics, The Federal University of Parana (UFPR), CEP 81531-990, Curitiba, Parana, Brazil |
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| Abstract: | In this paper a pattern search filter algorithm for linearly equality-constrained derivative-free optimization is proposed. In this work we embed a filter technique in a derivative-free optimization algorithm which improves the efficiency of algorithms. The global convergence of new algorithm is established. Initial numerical results show that the new algorithm is efficient. |
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| Keywords: | derivative-free optimization pattern searchalgorithm filter technique constrained optimization globalconvergence |
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