非线性等式约束优化问题的仿射信赖域方法

提出非线性等式和有界约束优化问题的结合非单调技术的仿射信赖域方法. 结合信赖域方法和内点回代线搜索技术, 每一步迭代转到由一般信赖域子问题产生的回代步中且满足严格内点可行条件. 在合理的假设条件下, 证明了算法的整体收敛性和局部超线性收敛速率. 最后, 数值结果表明了所提供的算法具有有效性.

An Affine Scaling Trust-Region Algorithm for Solving the Nonlinear Equality Constrained Optimization

In this paper, the authors propose an affine scaling trust-region method in association with the nonmonotonic interior backtracking line search technique for solving the nonlinear equality constrained optimization subject to bounds on variables. By using both the trust-region strategy and the interior backtracking line search technique, each iterate switches to a backtracking step generated by the general trust-region subproblem and satisfies strict interior point feasibility by the line search backtracking technique. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, some numerical results are presented to illustrate the effectiveness of the proposed algorithm.