| 一个求解不等式约束优化问题的非内点型可行QP-free算法 |
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| 引用本文： | 陈玉,陈内萍,段玉.一个求解不等式约束优化问题的非内点型可行QP-free算法[J].湖南师范大学自然科学学报,2011,34(4):21-25. |
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| 作者姓名： | 陈玉 陈内萍 段玉 |
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| 作者单位： | 湖南商学院信息学院,中国长沙,410205 |
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| 基金项目： | 湖南省教育厅科研基金资助项目(09C565); 湖南省哲学社会科学基金资助项目(2010YBA138) |
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| 摘 要： | 提出一个求解不等式约束优化问题的非内点型可行QP-free算法,该算法不要求迭代点必须是可行域的内点；而且在算法的每一个迭代,只需求解4个系数相同的线性方程组得到搜索方向；在合适的条件下,该算法被证明具有全局收敛性和局部超线性收敛速度.
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| 关 键 词： | 不等式约束 QP-free算法 全局收敛性 超线性收敛性 |
A Non-Interior-Type Feasible QP-Free Algorithm for Inequality Constrained Optimization Problems |
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| CHEN Yu,CHEN Nei-ping,DUAN Yu.A Non-Interior-Type Feasible QP-Free Algorithm for Inequality Constrained Optimization Problems[J].Journal of Natural Science of Hunan Normal University,2011,34(4):21-25. |
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| Authors: | CHEN Yu CHEN Nei-ping DUAN Yu |
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| Institution: | CHEN Yu CHEN Nei-ping,DUAN Yu(School of Information,Hunan University of Commerce,Changsha 410205,China) |
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| Abstract: | A non-interior type feasible QP-free algorithm for nonlinear inequality constraints optimization problem is proposed.In this algorithm,it is not necessary that the iteration point is interior point of the feasible set F.At each iteration of the proposed algorithm,a search descent is obtained by solving four linear equations with the same coefficient matrix.The algorithm is proved to be globally convergent and superlinearly convergent under some mild conditions.Preliminary numerical results show that the pro... |
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| Keywords: | inequality constrained optimization QP-free algorithm global convergence superlinear convergent |
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