| 非线性一般约束优化问题的修正BFGS信赖域算法 |
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| 引用本文： | 吴红梅. 非线性一般约束优化问题的修正BFGS信赖域算法[J]. 科学技术与工程, 2009, 9(2) |
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| 作者姓名： | 吴红梅 |
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| 作者单位： | 兰州理工大学理学院,兰州,730050 |
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| 摘 要： | 先通过罚函数法将一般约束优化问题在一定条件下转化为无约束优化问题,再利用无约束优化问题的修正BFGS信赖域算法,进而得到一般约束优化问题的修正BFGS信赖域算法,并通过数值试验表明该算法是有效的.
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| 关 键 词： | 约束优化 信赖域方法 BFGS信赖域方法 有效性 |
Modified BFGS Trust-region Method for General Nonlinear Constrained Optimization Problem |
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| WU Hong-mei. Modified BFGS Trust-region Method for General Nonlinear Constrained Optimization Problem[J]. Science Technology and Engineering, 2009, 9(2) |
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| Authors: | WU Hong-mei |
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| Affiliation: | School of Sciences;Lanzhou University of Science and Technology;Lanzhou 730050;P.R.China |
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| Abstract: | The modified BFGS update formula is succeed to generalized to inequality constrained optimization problem.The modified BFGS update formula to construct a new trust-region sub-problem is used,and then obtain a modified BFGS trust-region algorithm for inequality constrained optimization problem.Under certain conditions,is proved that the method is feasible. |
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| Keywords: | constrained optimization trust-region method BFGS trust-region method effectiveness |
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