| 二阶修正的约束变尺度算法 |
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| 引用本文： | 赖炎连.二阶修正的约束变尺度算法[J].系统科学与数学,1990,10(3):216-227. |
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| 作者姓名： | 赖炎连 |
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| 作者单位： | 中国科学院应用数学研究所，中国科学院应用数学研究所 山东矿业学院 |
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| 摘 要： | 我们知道,70年代发展起来的约束变尺度算法是求解非线性规划问题的十分有效的方法之一.它的特点是初始点可任取且有快速的收敛速度.若我们考虑如下的非线性规划问题:
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A CONSTRAINED VARIABLE METRIC ALGORITHM WITH SECOND ORDER CORRECTIONS |
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| LAI YAN-LIAN,HE GUO-PING.A CONSTRAINED VARIABLE METRIC ALGORITHM WITH SECOND ORDER CORRECTIONS[J].Journal of Systems Science and Mathematical Sciences,1990,10(3):216-227. |
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| Authors: | LAI YAN-LIAN HE GUO-PING |
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| Institution: | (1)Institute of Applied Mathematics,Academia Sinica;(2)Institute of Applied Mathematics,Academia Sinica |
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| Abstract: | A linear search technique different from Fukushima's is adopted and the solution of quad-ratic programming is combine with second order corrections,to give a new constrained varia-ble metric algorithm.The global convergence of the algorithm and local superlinear conver-gence rate are proved.The algorithm does not necessarily need to solve two quadraticprogrammeng subproblems at each step.Thus it can save a lot of calculations and avoidthe Maratos effect. |
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