一类线性不等式约束优化问题的信赖域算法  

Trust region algorithm for linear inequality constrained optimization problem

作　　者：聂涛[1] 王廷春[2] 

机构地区：[1]南京化工职业技术学院基础部,江苏南京210048 [2]南京航空航天大学理学院,江苏南京210016

出　　处：《宁波职业技术学院学报》2006年第2期75-77,共3页Journal of Ningbo Polytechnic

基　　金：国家自然科学基金资助项目(10572057)

摘　　要：对一类带有非负边界约束的线性不等式约束优化问题提出了一种新的信赖域算法。此算法以内点法为基础,把非负边界约束从一般的不等式约束中分离出来,化为信赖域约束的一部分,从而得到一个简单易解的子问题。在一定的条件下证明了算法的收敛性,并给出了数值结果。In this paper we propose a new trust region algorithm for special linear inequality constrained optimization problems withnonnegative bound constraints. This algorithm is based on the interior-point method. In constructing the subproblem, we move the nonnegative bound constraints from the general inequality ones into the trust region constraints, and obtain a solved-easily subproblem. Under very mild conditions, convergence results for the algorithm are given and numerical results are reported.

关 键 词：线性不等式约束 约束优化 信赖域 内点法 收敛性 

分 类 号：O151.25[理学—数学]