| 关于不等式约束的信赖域算法 |
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| 引用本文： | 郭文英.关于不等式约束的信赖域算法[J].运筹学学报,2002,6(4):15-20. |
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| 作者姓名： | 郭文英 |
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| 作者单位： | 北京航空航天大学经济管理学院,北京,100083 |
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| 摘 要： | 对于具有不等式约束的非线性优化问题，本文给出一个依赖域算法，由于算法中依赖区域约束采用向量的∞范数约束的形式，从而使子问题变二次规划，同时使算法变得更实用。在通常假设条件下，证明了算法的整体收敛性和超线性收敛性。
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| 关 键 词： | 不等式约束 依赖域算法 整体收敛性 超线性收敛性 非线性优化 |
A Trust Region Algorithm for Inequality Constrained Optimization |
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| WENYING Guo.A Trust Region Algorithm for Inequality Constrained Optimization[J].OR Transactions,2002,6(4):15-20. |
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| Authors: | WENYING Guo |
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| Abstract: | Although many effective algorithms of trust region type have been given, there exist some problems which are not solved in these algorithms. In this paper, we deal with the inequality constrained optimization. A trust region algorithm based SQP method is given. Its' global convergence and superlinear convergence are proved. |
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| Keywords: | trust region algorithm global convergence superlinear convergence |
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