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使用非单调线搜索正割方法解约束优化的整体收敛性
引用本文:朱德通.使用非单调线搜索正割方法解约束优化的整体收敛性[J].应用数学,1999,12(2):65-71.
作者姓名:朱德通
作者单位:上海师范大学数学系!200234
摘    要:基于Powell和Yuan所建议的近似Fetcher罚函数作为函数使用单调线搜索的技术,本文提供了一类正割方法解约束优化。在合理的条件下,证明了所提供的算法的整体收敛性和收敛速率。

关 键 词:Flecher罚函数  正割方法  非单调技术  约束优化

Global Convergence of Secant Methods with Nonmonotone Line Search Technique for Constrained Optimization
Detong Zhu.Global Convergence of Secant Methods with Nonmonotone Line Search Technique for Constrained Optimization[J].Mathematica Applicata,1999,12(2):65-71.
Authors:Detong Zhu
Abstract:In this paper. a class of secant rnethods for general nonlinear optimization problems with nonlinear equality constraints is presentcd in which a nonmonotone line search technique is based on approximate Fletcher's penalty function as merit function suggested by Powell and Yuan. The global convergence and local convergence rate of the proposed algorithms are obtained under mild conditions.
Keywords:Flecther's penalty function  Secant methods  Nonmonotonic technique  Constrained optimization
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