| 约束优化问题的内点正则牛顿法 |
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| 引用本文： | 刘三明.约束优化问题的内点正则牛顿法[J].河南科技大学学报(自然科学版),2011,32(1):86-89,121. |
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| 作者姓名： | 刘三明 |
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| 作者单位： | 上海电机学院,数理教学部,上海,200240 |
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| 基金项目： | 上海市自然科学基金项目(08YZ189); 上海市教委创新项目(08YZ198); 上海电机学院科研项目(09c404) |
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| 摘 要： | 研究了求解具有不等式约束最优化问题的内点正则Newton法.其基本思想是把求解约束优化问题的内点法和求解无约束优化问题的正则Newton法结合起来,建立起求解具有不等式约束最优化问题的内点正则Newton法.对于具有有界最优解集的凸约束最优化问题,任取一可行解作为初始点,内点正则Newton法所产生的点列均收敛到最优解...
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| 关 键 词： | 内点正则Newton法 约束优化 Newton法 内点法 |
Interior Point Regularized Newton Method for Constrained Optimization |
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| LIU San-Ming.Interior Point Regularized Newton Method for Constrained Optimization[J].Journal of Henan University of Science & Technology:Natural Science,2011,32(1):86-89,121. |
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| Authors: | LIU San-Ming |
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| Institution: | LIU San-Ming (Department of Mathematics & Physics,Shanghai Dianji University,Shanghai 200240,China) |
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| Abstract: | The interior point regularized Newton method was introduced for constrained optimization.Idea of the interior point regularized Newton method was to combine the interior point method with the regularized Newton method.The interior point regularized Newton method was established.For any convex constrained optimization,with a bounded optimal set,the interior point regularized Newton method generates a sequence that converges to the optimal set from any starting feasible point. |
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| Keywords: | Interior point regularized Newton method Constrained optimization Newton method Interior point |
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