一类基于非单调信赖域技术的信赖域修正算法  

A Trust Region Correction Algorithm Based on the Nonmonotone Trust Region Technology

作　　者：刘芳[1] 单锐[2] 

机构地区：[1]忻州师范学院数学系,山西忻州034000 [2]燕山大学西校区理学院,河北秦皇岛066004

出　　处：《甘肃联合大学学报（自然科学版）》2010年第5期16-20,共5页Journal of Gansu Lianhe University :Natural Sciences

摘　　要：基于传统信赖域算法,为了解决约束最优化问题,利用非单调信赖域技术调整信赖域半径,矫正罚参数,提出了一种信赖域的修正算法,给出了收敛性证明.数值实验表明了算法的有效性.Based on the traditional trust region algorithms,a kind of correction algorithm for constraint optimization problem was given.The algorithm adjusts the trust region radius by using nonmonotone trust region technology and corrects the penalty parameters,proves of the astringency were also given.At last,numerical experiment shows that the algorithm is efficient.

关 键 词：约束最优化 信赖域算法 非单调信赖域技术 罚参数 收敛性 

分 类 号：O224[理学—运筹学与控制论]