| 求解一类不可微优化问题的拟Powell方法 |
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| 引用本文： | 赵明旺.求解一类不可微优化问题的拟Powell方法[J].控制与决策,1998(5). |
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| 作者姓名： | 赵明旺 |
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| 作者单位： | 武汉冶金科技大学自动化系 |
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| 摘 要： | 针对具有可微非线性约束的不可微非线性优化问题，分别定义一个子优化问题和相容非线性方程组求解问题，并利用相应的求解方法提供搜索方向，更新Ｐｏｗｅｌ方法的搜索方向，以极大地提高Ｐｏｗｅｌ方法的优化效率。算例表明了该方法的有效法。
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| 关 键 词： | 不可微优化，非线性约束优化，Powell方法，相容非线性方程组，牛顿法 |
Quasi-Powell Method for Solving a Class of Non-differentiable Optimization Problems |
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| Zhao Mingwang.Quasi-Powell Method for Solving a Class of Non-differentiable Optimization Problems[J].Control and Decision,1998(5). |
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| Authors: | Zhao Mingwang |
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| Affiliation: | Wuhan Yejin University of Science and Technology |
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| Abstract: | For the non-differentiable optimization problems constrained by the differentiable nonlinear equations, a sub-optimization problem and a solving problem for the consistently nonlinear equations are defined respectively. Then, the searching directions of Powell optimization method is updated by the solving method of the two defining problems, so that the efficient of the Powell method is prompted greatly. Computing examples show the effectiveness of these methods proposed in this paper. |
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| Keywords: | non-differentiable optimization problem constrained nonlinear optimization Powell method consistently nonlinear equations Newtonian method |
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