| 一类优化问题的非单调信赖域算法 |
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| 引用本文： | 杨润生,李树君.一类优化问题的非单调信赖域算法[J].运筹与管理,2007,16(5):53-57. |
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| 作者姓名： | 杨润生 李树君 |
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| 作者单位： | 长沙理工大学,数学与计算科学学院,长沙,410076 |
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| 摘 要： | 本文提出了一类带不等式约束和简单边界的非线性优化问题的非单调信赖域算法,在一定的条件下,证明了算法的全局收敛性,并通过数值实验验证了算法的合理性。
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| 关 键 词： | 约束优化 非单调算法 信赖域算法 全局收敛性 |
| 文章编号： | 1007-3221（2007）05-0053-05 |
| 修稿时间： | 2007-03-22 |
A Nonmonotone Trust-Region Algorithm for A Class of Optimization problems |
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| YANG Run-sheng,LI Shu-jun.A Nonmonotone Trust-Region Algorithm for A Class of Optimization problems[J].Operations Research and Management Science,2007,16(5):53-57. |
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| Authors: | YANG Run-sheng LI Shu-jun |
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| Institution: | Mathematics Department of Changsha University of LI Shu-jun Science and Technology, Changsha, 410076 |
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| Abstract: | This paper proposed a nonomontone trust region algorithm for nonlinear optimization with inequality constraints and simple bounds.Under certain conditions,the global convergence of the algorithm is proved and the numerical experiments show that the nonmonotone algorithms are effective. |
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| Keywords: | constrained optimization nonmonotone algorithm trust-region algorithm global convergence |
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