| 解等式约束优化的既约Hessian依赖域方法 |
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| 引用本文： | 童小娇. 解等式约束优化的既约Hessian依赖域方法[J]. 应用数学, 2001, 14(4): 31-36 |
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| 作者姓名： | 童小娇 |
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| 作者单位： | 长沙电力学院数学系, |
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| 基金项目： | Nanjing University' s Postdoctor Foundation(0 2 0 3 0 0 3 0 1 7) |
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| 摘 要： | 本文提出了解等式约束优化的一个信赖域方法，该方法以既约Hessian逐步二次规划为基础，它享有信赖域方法与既约Hessian方法的优点，在通常条件下，证明了算法的全局收敛性。
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| 关 键 词： | 二次规划 信赖域方法 既约Hessian方法 等式约束优化 全局收敛性 |
A Reduced Hessian Trust Region Method for Solving Equality Constrained Optimization |
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| TONG Xiao-jiao. A Reduced Hessian Trust Region Method for Solving Equality Constrained Optimization[J]. Mathematica Applicata, 2001, 14(4): 31-36 |
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| Authors: | TONG Xiao-jiao |
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| Abstract: | This paper presents a trust region method for solving equality constrained optimization problem. The method is based on the reduced Hessian successive quadratic programming method. The new method shares advantages of trust region methods and reduced Hessian method. Under the usual convergence assumptions, the global convergence is proved. |
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| Keywords: | Trust region method Reduced Hassian method Equality constrained optimization Global convergence |
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