| 带非线性不等式约束优化问题的信赖域算法 |
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| 引用本文： | 欧宜贵.带非线性不等式约束优化问题的信赖域算法[J].应用数学,2006,19(1):80-85. |
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| 作者姓名： | 欧宜贵 |
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| 作者单位： | 海南大学信息学院应用数学系,海南,海口,570228 |
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| 基金项目： | 海南省自然科学基金;海南省教育厅科研项目 |
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| 摘 要： | 借助于KKT条件和NCP函数,提出了求解带非线性不等式约束优化问题的信赖域算法.该算法在每一步迭代时,不必求解带信赖域界的二次规划子问题,仅需求一线性方程组系统.在适当的假设条件下,它还是整体收敛的和局部超线性收敛的.数值实验结果表明该方法是有效的.
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| 关 键 词： | 约束优化问题 信赖域算法 KKT点 F-B NCP函数 |
| 文章编号： | 1001-9847(2006)01-0080-06 |
| 收稿时间： | 2004-12-21 |
| 修稿时间： | 2004年12月21 |
A Trust Region Algorithm for Solving Nonlinear Inequality Constrained Optimization |
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| OU Yi-gui.A Trust Region Algorithm for Solving Nonlinear Inequality Constrained Optimization[J].Mathematica Applicata,2006,19(1):80-85. |
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| Authors: | OU Yi-gui |
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| Institution: | Department of Mathematics, Hainan University, Haikou 570228, China |
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| Abstract: | In this paper,a trust region algorithm for solving nonlinear inequality constrained optimization problems is proposed.At each iteration,this method does not require that a general quadratic subproblem with a trust region bound be solved.Instead,a system of linear equations is solved to get a search direction.Under some conditions,it is proven that this algorithm is globally and locally superlinear convergent.The limited numerical test shows its efficiency. |
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| Keywords: | Constrained optimization Trust region methods KKT point F-B NCP functions |
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