| 有界约束非线性优化问题的仿射共轭梯度路径法 |
| |
| 引用本文： | 鲍吉锋,朱德通.有界约束非线性优化问题的仿射共轭梯度路径法[J].计算数学,2009,31(1):37-50. |
| |
| 作者姓名： | 鲍吉锋 朱德通 |
| |
| 作者单位： | 1. 浙江大学数学系,杭州,310027
2. 上海师范大学商学院,上海,200234 |
| |
| 基金项目： | 国家自然科学基金，高等学校博士学科点专项科研基金，上海市重点学科建设项目，上海市教育委员会资助项目 |
| |
| 摘 要： | 本文提出仿射内点离散共轭梯度路径法解有界约束的非线性优化问题,通过构造预条件离散的共轭梯度路径解二次模型获得预选迭代方向,结合内点回代线搜索获得下一步的迭代,在合理的假设条件下,证明了算法的整体收敛性与局部超线性收敛速率,最后,数值结果表明了算法的有效性.
|
| 关 键 词： | 共轭梯度 预条件 仿射变换 线搜索 |
AN AFFINE SCALING CONJUGATE GRADIENT PATH METHOD FOR NONLINEAR OPTIMIZATION SUBJECT TO BOUNDS |
| |
| Bao Jifeng,Zhu Detong.AN AFFINE SCALING CONJUGATE GRADIENT PATH METHOD FOR NONLINEAR OPTIMIZATION SUBJECT TO BOUNDS[J].Mathematica Numerica Sinica,2009,31(1):37-50. |
| |
| Authors: | Bao Jifeng Zhu Detong |
| |
| Institution: | Department of Mathematics;Zhejiang University;Hangzhou 310027;China;Business College;Shanghai Normal University;Shanghai 200234;China |
| |
| Abstract: | In this paper,we propose a new approach of affine scaling interior discrete conjugate gradient path for solving bound constrained nonlinear optimization.We get the iterative direction by solving quadratic model via constructing preconditioned conjugate gradient path.By combining interior backtracking line search,we obtain the next iteration.Global convergence and local superlinear convergence rate of the proposed algorithm are established on some reasonable conditions.Finally,we present some numerical resul... |
| |
| Keywords: | conjugate gradient precondition affine scaling line search |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《计算数学》浏览原始摘要信息 |
| 点击此处可从《计算数学》下载免费的PDF全文 |
|
