| 等式约束最优化问题的一种信赖域算法 |
| |
| 引用本文： | 韩立兴,席少霖.等式约束最优化问题的一种信赖域算法[J].天津大学学报(自然科学与工程技术版),1992(3):87-94. |
| |
| 作者姓名： | 韩立兴 席少霖 |
| |
| 作者单位： | 天津大学
(韩立兴)，北京计算机学院
(席少霖)，天津大学(林友联) |
| |
| 摘 要： | 对一般非线性等式约束最优化问题提出了一种信赖域算法,其子问题较易求解。证明了算法的整体收敛性和局部超线性收敛性,并给出了数值结果。
|
| 关 键 词： | 信赖域 整体收敛性 等式约束优氏 |
A TRUST REGION ALGORITHM FOR EQUALITY CONSTRAINED OPTIMIZATION |
| |
| Han Lixing.A TRUST REGION ALGORITHM FOR EQUALITY CONSTRAINED OPTIMIZATION[J].Journal of Tianjin University(Science and Technology),1992(3):87-94. |
| |
| Authors: | Han Lixing |
| |
| Institution: | Han Lixing (Tianjin University) Xi Shaolin (Beijing Institute of Computers) Lin Youlian (Tianjin University) |
| |
| Abstract: | In this paper, a trust region algorithm for general nonlinear equality constrained optimization problems, is presented. The solution of their subproblems is easy. The global convergence and locally superlincar convergence of the algorithm are proved, and the numerical results are provided. |
| |
| Keywords: | equality constrained optimization trust region global convergence superlinear convergence |
| 本文献已被 CNKI 维普 等数据库收录！ |
