| 拟牛顿乘子法及其应用 |
| |
| 引用本文： | 王建华,周济,余俊.拟牛顿乘子法及其应用[J].华中科技大学学报(自然科学版),1990(5). |
| |
| 作者姓名： | 王建华 周济 余俊 |
| |
| 作者单位： | 华中理工大学机械工程一系
(王建华，周济)，华中理工大学机械工程一系(余俊) |
| |
| 摘 要： | 本文以增广拉氏函数为基础,采用序列二次规划和信赖域策略,提出了一种新的拟牛顿乘子法,克服了Powell型约束变尺度法的数值不稳性和Maratos效应。文中给出了其算法程序QNM01的数值实验结果与应用实例。
|
| 关 键 词： | 机械设计 拟牛顿 乘子法 增广拉氏函数 二次规划 |
The Quasi-Newton Multipliers Method and Its Application |
| |
| Wang Jianhua,Zhou Ji,Yu Jun.The Quasi-Newton Multipliers Method and Its Application[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1990(5). |
| |
| Authors: | Wang Jianhua Zhou Ji Yu Jun |
| |
| Institution: | Wang Jianhua Zhou Ji Yu Jun |
| |
| Abstract: | In view of the drawbacks in the variable metric method for constrained optimization, a new algorithm, the quasi-Newton multipliers method based on the augmented multiplier method, is proposed. A different strategy for sequential quadratic programming is adopted and an algorithm program QNM01 is developed. Numerical results and an example in engineering optimization design are given. |
| |
| Keywords: | Constrained optimization Quasi-Newton multiplier method Quadratic programming Engineering optimization design |
| 本文献已被 CNKI 等数据库收录！ |
