| 等式约束优化的投影拟牛顿法的非单调信赖域算法 |
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| 引用本文： | 钱纯青,傅军,朱德通.等式约束优化的投影拟牛顿法的非单调信赖域算法[J].上海师范大学学报(自然科学版),2002,31(1):24-30. |
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| 作者姓名： | 钱纯青 傅军 朱德通 |
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| 作者单位： | 上海师范大学数理信息学院,上海,200234 |
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| 基金项目： | Supported by Science Foundatia Grant of Shanghai Teachers University DQ17 . |
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| 摘 要： | 提供了分解投影拟牛顿法结合非单调信赖域算法求解非线性等式约束优化问题。在合理的条件下，证明了算法的整体收敛性，通过引进二阶矫正步克服了MARATOS效应，使算法保持了局部超线性收敛速度。
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| 关 键 词： | 非单调技术 非线性等式约束优化 投影拟牛顿法 非单调依赖域算法 整体收敛性 局部超线性收敛速度 |
Projected Quasi-Newton Algorithm with Nonmonotone Trust Region for Equality Constrained Optimization Problems |
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| QIAN Chun qing,FU Jun,ZHU De tong.Projected Quasi-Newton Algorithm with Nonmonotone Trust Region for Equality Constrained Optimization Problems[J].Journal of Shanghai Normal University(Natural Sciences),2002,31(1):24-30. |
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| Authors: | QIAN Chun qing FU Jun ZHU De tong |
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| Abstract: | This paper gives a decompose of projected quasi Newton algorithm in association with nonmonotone trust region for solving nonlinear equality constrained optimization problems. The proposed method is globally convergent even if conditions are mild. In order to assure local superlinear rate and obtain other convergence properties, a second order correction step which brings the iterates closer to the feasible set is described. The correction step allows to prove that the proposed algorithm is also locally superlinear convergent. |
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| Keywords: | Trust region nonmonotone technique constrained optimization |
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