| LC1约束规划问题的超线性收敛ODE型信赖域算法 |
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| 引用本文： | 欧宜贵,洪世煌.LC1约束规划问题的超线性收敛ODE型信赖域算法[J].应用数学,2003,16(2):59-65. |
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| 作者姓名： | 欧宜贵 洪世煌 |
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| 作者单位： | 海南大学数理系,海口,570228 |
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| 摘 要： | 本文对带线性等式约束的LC^1优化问题提出了一个新的ODE型信赖域算法，它在每一次迭代时，不必求解带信赖域界的子问题，仅解一线性方程组而求得试验步。从而可以降低计算的复杂性，提高计算效率，在一定的条件下，文中还证明了该算法是超线性收敛的。
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| 关 键 词： | LC^1约束规划 ODE方法 IMPBOT LC^1优化 信赖域算法 |
A Superlinearly Convergent Trust Region Algorithm for Linearly Constrained LC1 Optimization Problems |
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| OU Yi gui,HONG Shi huang.A Superlinearly Convergent Trust Region Algorithm for Linearly Constrained LC1 Optimization Problems[J].Mathematica Applicata,2003,16(2):59-65. |
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| Authors: | OU Yi gui HONG Shi huang |
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| Abstract: | In this paper,a new trust region algorithm for linearly constrained LC 1 optimization problems is given.It obtains a stepsize at each iteration not by solving a quadratic programming subproblem with a trust region bound,but by solving a system of linear equations.Thus it reduces computational complexity and improves computational efficiency.Finally,it is proved that this algorithm is globally convergent and the rate of convergence is superlinear under some conditions. |
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| Keywords: | LC 1ptimization ODE methods Trust region methods Superlinear convergence |
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