| 非线性优化的非单调信赖域算法及全局收敛性 |
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| 作者姓名： | TongXiaojiao ZhouShuzi |
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| 作者单位： | Dept.ofAppl.Math.,HunanUniv.,Cahangsha410082. |
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| 基金项目： | 中国科学院资助项目，19771034， |
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| 摘 要： | Abstract. A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust regionmethod.
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| 关 键 词： | 非单调置信区域 运算法则 非线性最优化 价值函数 |
| 收稿时间： | 6 October 1998 |
Global convergence of nonmonotonic trust region algorithm for nonlinear optimization |
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| TongXiaojiao ZhouShuzi.Global convergence of nonmonotonic trust region algorithm for nonlinear optimization[J].Applied Mathematics A Journal of Chinese Universities,2000,15(2):201-210. |
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| Authors: | Tong Xiaojiao Zhou Shuzi |
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| Institution: | (1) Dept. of Appl. Math., Hunan Univ., 410082 Changsha;(2) Dept. of Math., Changsha Univ. of Electric Power, 410077 Changsha |
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| Abstract: | A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust region method. |
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| Keywords: | trust region method global convergence |
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