| 非线性不等式约束最优化快速收敛的可行信赖域算法 |
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| 引用本文： | 简金宝.非线性不等式约束最优化快速收敛的可行信赖域算法[J].计算数学,2002,24(3):273-282. |
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| 作者姓名： | 简金宝 |
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| 作者单位： | 广西大学数学与信息科学系,南宁,530004 |
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| 基金项目： | 国家自然科学基金（19801009），广西自然科学基金（桂科自9811023，桂科配9912027），广西“十百千人才工程”专项资金（99214）联合资助项目 |
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| 摘 要： | In this paper,by combining the trust region technique with the generalized gradient projection.a new trust region algorithm with feasible iteration points is presented for nonlinear inequality constrained optimization,and its trust region is a general compact set containing the origion as an inteior point.No penalty function is used in the algorithm,and it is feasible descent .Under suitable assumptions,the algorithm is proved to possess global and strong convergence as well as superlinear and quadratic convergence.Some numerical results are reported.
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| 关 键 词： | 非线性不等式 约束最优化 快速收敛 可行信赖域算法 |
| 修稿时间： | 2000年6月26日 |
A FEASIBLE TRUST REGION ALGORITHM WITH FAST CONVERGENCE FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION |
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| Jian Jinbao.A FEASIBLE TRUST REGION ALGORITHM WITH FAST CONVERGENCE FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION[J].Mathematica Numerica Sinica,2002,24(3):273-282. |
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| Authors: | Jian Jinbao |
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| Institution: | Jian Jinbao (Dept. of Math, and Information Science, Guangxi Univ., Nanning, 530004) |
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| Abstract: | In this paper, by combining the trust region technique with the generalized gradient projection, a new trust region algorithm with feasible iteration points is presented for nonlinear inequality constrained optimization, and its trust region is a general compact set containing the origion as an inteior point. No penalty function is used in the algorithm, and it is feasible descent. Under suitable assumptions, the algorithm is proved to possess global and strong convergence as well as superlinear and quadratic convergence. Some numerical results are reported. |
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| Keywords: | Nonlinear inequalities constrained optimization fast convergence feasible trust region algorithm |
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