| 等式约束下一个带线搜索的信赖域算法 |
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| 引用本文： | 李少娟,景书杰. 等式约束下一个带线搜索的信赖域算法[J]. 郑州轻工业学院学报(自然科学版), 2011, 0(4) |
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| 作者姓名： | 李少娟 景书杰 |
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| 作者单位： | 河南理工大学数学与信息科学学院; |
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| 摘 要： | 提出了一个等式约束下凸二次规划问题的带强Wolfe线搜索的信赖域算法.该算法利用增广Lagrange函数将约束问题转化为无约束问题,在传统信赖域算法的基础上结合线搜索技术,当试探步失败时不用重解信赖域子问题,减少了计算量.在适当的条件下,证明了此算法的全局收敛性.
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| 关 键 词： | 等式约束 强Wolfe线搜索 信赖域算法 增广Lagrange函数 全局收敛性 |
A trust region algorithm with line search under equality constraints |
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| LI Shao-juan,JING Shu-jie. A trust region algorithm with line search under equality constraints[J]. Journal of Zhengzhou Institute of Light Industry(Natural Science), 2011, 0(4) |
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| Authors: | LI Shao-juan JING Shu-jie |
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| Affiliation: | LI Shao-juan,JING Shu-jie(School of Math.and Infor.Sci.,He'nan Polytechnic Univ.,Jiaozuo 454003,China) |
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| Abstract: | A new trust region algorithm with strong Wolfe line search for convex quadratic programming under equality constraints is proposed.This method first uses augmented Lagrange function to transform this restraint question into the non-constraint question,and on the basis of traditional trust region method it takes line search instead of resolving the subproblem when the trail step is not successful.This may allow a considerable computational saving.Global convergence is proved under certain conditions. |
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| Keywords: | equality constraint strong Wolfe line search trust region algorithm augmented Lagrange function global convergence |
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