| 求解一般约束优化问题的修正BFGS信赖域算法 |
| |
| 引用本文： | 刘进波,吴烨.求解一般约束优化问题的修正BFGS信赖域算法[J].数学理论与应用,2012(3):29-34. |
| |
| 作者姓名： | 刘进波 吴烨 |
| |
| 作者单位： | 长沙理工大学数学与计算科学学院 |
| |
| 基金项目： | 湖南省科技厅科技计划项目资助(2012SK3096) |
| |
| 摘 要： | 借鉴无约束优化问题的BFGS信赖域算法，建立了非线性一般约束优化问题的BFGS信赖域算法，并证明了算法的全局收敛性．数值实验表明，算法是有效的．
|
| 关 键 词： | 非线性约束优化、BFGS信赖域算法、收敛性 |
The Modified BFGS Trust Region Method for General Nonlinear Constrained Optimization Problems |
| |
| Liu Jinbo Wu Ye.The Modified BFGS Trust Region Method for General Nonlinear Constrained Optimization Problems[J].Mathematical Theory and Applications,2012(3):29-34. |
| |
| Authors: | Liu Jinbo Wu Ye |
| |
| Institution: | Liu Jinbo Wu Ye(Department of Mathematics & Computation Science,Changsha University of Science & Technology, Changsha,410004,China) |
| |
| Abstract: | In this paper,based on the modified BFGS update formula to constrained optimization problem,a modified BFGS trust region method for solving the general nonlinear constrained optimization problems is established.The algorithm for the method is convergent,and the effectiveness of the method is illustrated by numerical examples. |
| |
| Keywords: | General Nonlinear Constrained Optimization Problem BFGS Trust Region Method |
| 本文献已被 CNKI 维普 等数据库收录！ |
