| 约束最优化的一个使用非单调线搜索的超线性收敛算法 |
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| 引用本文： | XuYifan WangWei. 约束最优化的一个使用非单调线搜索的超线性收敛算法[J]. 高校应用数学学报(英文版), 2000, 15(2): 211-219. DOI: 10.1007/s11766-000-0028-1 |
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| 作者姓名： | XuYifan WangWei |
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| 作者单位： | [1]FudanUniv.,Shanghai200433. [2]ShanghaiTiedaoUniv.,Shanghai200331. |
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| 摘 要： | Abstract. In the paper, a new mixed algorithm combined with schemes of nonmonotone line search, the systems of linear equations for higher order modification and sequential quadratic programming for constrained optimizations is presented. Under some weaker assumptions,without strict complementary condition, the algorithm is globally and superlinearly convergent.
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| 关 键 词： | 混合超线性收敛算法 非单调搜索 约束优化 线性方程 |
| 收稿时间： | 1999-01-15 |
A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations |
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| Xu Yifan,Wang Wei. A mixed superlinearly convergent algorithm with nonmonotone search for constrained optimizations[J]. Applied Mathematics A Journal of Chinese Universities, 2000, 15(2): 211-219. DOI: 10.1007/s11766-000-0028-1 |
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| Authors: | Xu Yifan Wang Wei |
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| Affiliation: | (1) Fudan Univ., 200433 Shanghai;(2) Shanghai Tiedao Univ., 200331 Shanghai |
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| Abstract: | In the paper, a new mixed algorithm combined with schemes of nonmonotone line search, the systems of linear equations for higher order modification and sequential quadratic programming for constrained optimizations is presented. Under some weaker assumptions,without strict complementary condition, the algorithm is globally and superlinearly convergent. |
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| Keywords: | constrained optimization convergence |
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