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一类新的求解约束优化问题的锥模型信赖域算法
引用本文:张娜,焦宝聪. 一类新的求解约束优化问题的锥模型信赖域算法[J]. 首都师范大学学报(自然科学版), 2009, 30(6): 1-5
作者姓名:张娜  焦宝聪
作者单位:首都师范大学数学科学学院,北京,100048
摘    要:本文提出了一类新的求解线性等式约束优化问题的锥模型信赖域算法.不同于以往的求解约束问题的锥模型信赖域算法,无论试探步是否被接受,我们在每步都采用Wolfe线搜索得到下一个迭代点,避免了重解子问题,并且保证了序列{Bk}满足拟牛顿方程及其正定性.在适当条件下,证明了算法的全局收敛性,数值试验表明该算法是有效的.

关 键 词:线性等式约束优化  锥模型信赖域  Wolfe线搜索  全局收敛性

A new trust region algorithm with conic model for constrained optimization
Zhang Na,Jiao Baocong. A new trust region algorithm with conic model for constrained optimization[J]. Journal of Capital Normal University(Natural Science Edition), 2009, 30(6): 1-5
Authors:Zhang Na  Jiao Baocong
Affiliation:Zhang Na Jiao Baocong(School of Mathematical Sciences,Capital Normal University,Beijing 100048)
Abstract:In this paper,we present a new trust region method with conic model for linearly inequality constrained optimization. Different from traditional trust region algorithms,our algorithms gets the next point by the Wolfe line search at each iteration whether the trial step is accepted. This new algorithm not only does not resolve the subproblem but also satisfies the quasi-Newton condition at each iteration and simultaneously maintains a positive-definite approximation to the Hessian of the object function. Und...
Keywords:constrained optimization  trust region method  conic model  convergence.  
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