| 非线性优化的广义投影变尺度算法及超线性收敛性 |
| |
| 引用本文： | 房明磊,朱志斌,张聪,陈凤华.非线性优化的广义投影变尺度算法及超线性收敛性[J].吉林大学学报(理学版),2011,49(3):373-380. |
| |
| 作者姓名： | 房明磊 朱志斌 张聪 陈凤华 |
| |
| 作者单位： | 1. 安徽理工大学 理学院, 安徽 淮南 232001,2. 桂林电子科技大学 数学与计算科学学院, 广西 桂林 541004 |
| |
| 基金项目： | 国家自然科学基金(批准号:11061011); 广西自然科学基金(批准号:桂科自0728206); 安徽省自然科学基金(批准号:KJ2009B031ZKJ2009B072Z); 中国博士后基金(批准号:20070410228); 高校省级优秀青年人才基金(批准号:2009SQRZ054) |
| |
| 摘 要： | 结合罚函数法的思想,提出一种初始点任意的广义投影变尺度算法求解非线性等式和不等式约束优化问题,克服了Maratos效应的校正方向自动产生显式表达式,并在适当的条件下证明了算法是全局收敛的,且具有超线性收敛性.实验结果表明算法有效.
|
| 关 键 词： | 约束优化 广义投影变尺度 全局收敛性 超线性收敛性 |
| 收稿时间： | 2010-03-18 |
Generalized Project Metric Algorithm for the Optimized Problem with Nonlinear Constraints and Superlinear Convergence |
| |
| FANG Ming-lei,ZHU Zhi-bin,ZHANG Cong,CHEN Feng-hua.Generalized Project Metric Algorithm for the Optimized Problem with Nonlinear Constraints and Superlinear Convergence[J].Journal of Jilin University: Sci Ed,2011,49(3):373-380. |
| |
| Authors: | FANG Ming-lei ZHU Zhi-bin ZHANG Cong CHEN Feng-hua |
| |
| Institution: | 1. College of Science, Anhui University of Science and Technology, Huainan 232001, Anhui Province, China;2. School of Mathematics and Computational Sciences, Guilin University of Electronic Technology,Guilin 541004, Guangxi Zhuang Autonomous Region, China |
| |
| Abstract: | The authors presented a generalized project metric algorithm with arbitrary initial point for the optimized problem with nonlinear equality and inequality constraints with the aid of the idea of penalty function technique.In order to avoid Maratos effect,a high-order revised direction was generated by an explicit formula and its global convergence and superlinear convergence were obtained under some suitable assumptions.The numerical results show that the method in this paper is effective. |
| |
| Keywords: | constrained optimization generalized project metric global convergence superlinear convergence |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《吉林大学学报(理学版)》浏览原始摘要信息 |
| 点击此处可从《吉林大学学报(理学版)》下载免费的PDF全文 |
