| 不等式约束优化的非单调可行信赖域-SQP算法 |
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| 引用本文： | 孙中波,段复建.不等式约束优化的非单调可行信赖域-SQP算法[J].应用数学学报,2011,34(4). |
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| 作者姓名： | 孙中波 段复建 |
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| 作者单位： | 1. 东北师范大学人文学院数学系,长春,130117
2. 桂林电子科技大学数学与计算科学学院,桂林,541004 |
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| 基金项目： | 国家自然科学基金(10861005); 广西自然科学基金(0728206,0991238)资助项目 |
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| 摘 要： | 本文讨论不等式约束优化问题,给出一个信赖域方法与SQP方法相结合的新的可行算法,算法中采用了压缩技术,使得QP子问题产生的搜索方向尽可能为可行方向,并且采用了高阶校正的方法来克服算法产生的Maratos效应现象.在适当的条件下,证明了算法的全局收敛性和超线性收敛性.数值结果表明算法是有效的.
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| 关 键 词： | 非单调线搜索 信赖域算法 SQP算法 全局收敛性 超线性收敛性 |
A Feasible Trust Region SQP Method with Nonmonotone Line Search for Inequality Constrained Optimization |
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| SUN ZHONGBO,DUAN FUJIAN.A Feasible Trust Region SQP Method with Nonmonotone Line Search for Inequality Constrained Optimization[J].Acta Mathematicae Applicatae Sinica,2011,34(4). |
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| Authors: | SUN ZHONGBO DUAN FUJIAN |
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| Institution: | SUN Zhongbo (Department of Mathematical Education,College of Humanities and Sciences of Northeast Normal University,Changchun 130117) DUAN Fujian (School of Computational Science and Mathematics,Guilin University of Electronic Technology,Guilin 541004) |
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| Abstract: | In this paper,inequality constrained programming problems are discussed,based on a combination technique of a trust region method and an SQP method,a new feasible algorithm is proposed.A compression technique is used such that search direction is feasible for QP subproblem.We use high order revised direction to avoid Marotos effect.Under some suitable conditions,the global and superlinear convergence can be induced. |
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| Keywords: | nonmonotone line search trust region method SQP method global convergence superlinear convergence |
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