| 一般约束优化含等式约束问题的鲁棒信赖域算法 |
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| 引用本文： | 杨萌,黄青群,王祥玲.一般约束优化含等式约束问题的鲁棒信赖域算法[J].桂林电子科技大学学报,2011,31(1):26-29. |
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| 作者姓名： | 杨萌 黄青群 王祥玲 |
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| 作者单位： | 桂林电子科技大学,计算科学与数学学院,广西,桂林,541004 |
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| 基金项目： | 国家自然科学基金，广西高校优秀人才资助项目 |
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| 摘 要： | 针对一般约束优化问题进行了研究.利用引入罚函数将一般约束问题转化为一个只含不等式约束的的参数规划问题的技巧,将不等式约束优化问题的一个鲁棒信赖域算法扩展到一般约束优化问题中,并保留了算法的良好性质;同时,在一定条件下,得到了算法的全局收敛和超线性收敛.
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| 关 键 词： | 非线性优化 信赖域算法 等式约束 全局收敛 超线性收敛 |
A robust trust region algorithm for general constrained optimization problem with equality constraints |
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| Yang Meng,Huang Qingqun,Wang Xiangling.A robust trust region algorithm for general constrained optimization problem with equality constraints[J].Journal of Guilin Institute of Electronic Technology,2011,31(1):26-29. |
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| Authors: | Yang Meng Huang Qingqun Wang Xiangling |
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| Affiliation: | Yang Meng,Huang Qingqun,Wang Xiangling(School of Mathematics and Computational Science,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | For general constrained optimization,a robust trust region algorithm for inequality constrained optimization problem is extended to general constrained optimization,by using a penalty function method to change general constrained optimization into parametric programming problem.The results show that the perfect characters of the algorithm are retained.Some global convergence results are proved and local superlinear convergence of the algorithm is obtained under standard conditions. |
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| Keywords: | nonlinear optimization trust region algorithm equality constraints global convergence superlinear convergence |
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