仿射共轭梯度路径信赖域方法解有界约束优化  

AN AFFINE SCALING PROJECTED TRUST REGION CONUGATE GRADIENT PATH ALGORITHM FOR THE BOX CONSTRAINED OPTIMIZATION

作　　者：林涛[1] 朱德通[1] 

机构地区：[1]上海师范大学数学系,上海200234

出　　处：《高等学校计算数学学报》2005年第S1期88-92,共5页Numerical Mathematics A Journal of Chinese Universities

摘　　要：1 引言本文研究含有界变量约束的非线性优化问题 min f(x),x∈Ω (1．1) 其中f:Rn→R是光滑的非线性函数,约束可行集Ω=def{x∈Rn|li≤xi≤ui,i= 1,…,n},可行内点集int(Ω)We propose an affine scaling trust region interior point algorithm via projected conjugate gradient path for nonlinear optimization subject to bounds on variables. Theoretical analysis proves that the proposed algorithm is globally convergent and has a local superlinear convergence rate under some reasonable conditions. Furthermore, numerical results show that the algorithm is effective.

关 键 词：conjugate gradient path interior point affine scaling trust region. 

分 类 号：O221.2[理学—运筹学与控制论]