使用非单调线搜索正割方法解约束优化的整体收敛性(英文)  

Global Convergence of Secant Methods with Nonmonotone Line Search Technique for Constrained Optimization

作　　者：朱德通[1] 

机构地区：[1]上海师范大学数学系,200234

出　　处：《应用数学》1999年第2期65-71,共7页Mathematica Applicata

摘　　要：基于Powell和Yuan所建议的近似Fetcher罚函数作为函数使用单调线搜索的技术，本文提供了一类正割方法解约束优化。在合理的条件下，证明了所提供的算法的整体收敛性和收敛速率。In this paper. a class of secant rnethods for general nonlinear optimization problems with nonlinear equality constraints is presentcd in which a nonmonotone line search technique is based on approximate Fletcher's penalty function as merit function suggested by Powell and Yuan. The global convergence and local convergence rate of the proposed algorithms are obtained under mild conditions.

关 键 词：约束优化 整体收敛性 非单调线搜索 正割法 

分 类 号：O224[理学—运筹学与控制论]