极大熵方法与非单调曲线搜索可行方向法  

MAXIMUM ENTROPY METHOD AND NONMONOTONE CURVILNEAR SEARCH METHOD FOR CONSTRAINED OPTIMIZATION

作　　者：施保昌[1] 胡新生[2] 

机构地区：[1]华中理工大学数学系 [2]华中理工大学CAD中心,深圳广播电视大学深圳518008

出　　处：《计算数学》1997年第3期241-256,共16页Mathematica Numerica Sinica

摘　　要：The convergence of maximum entropy methods is obtained on Kuhn-Tucker/Fritz John points. Then according to the nature of maximum entropy methods, we study the structure and convergent properties of feasible directions methods with nonmonotone curvilinear search rules from the unified point. On this basis, we discuss the numerically computing technique which combines nonmonotone curvilinear search methods and maximum entropy methods, and the numerically computing results for some optimization problems are obtained. The results show that our algorithm is efficient.The convergence of maximum entropy methods is obtained on Kuhn-Tucker/Fritz John points. Then according to the nature of maximum entropy methods, we study the structure and convergent properties of feasible directions methods with nonmonotone curvilinear search rules from the unified point. On this basis, we discuss the numerically computing technique which combines nonmonotone curvilinear search methods and maximum entropy methods, and the numerically computing results for some optimization problems are obtained. The results show that our algorithm is efficient.

关 键 词：极大熵法 非单调曲线搜索 非线性规划 

分 类 号：O221.2[理学—运筹学与控制论]