求解一类约束优化信赖域方法的子问题  

SOLVING A SUBPROBLEM IN TRUST REGION APPROACH FOR A CLASS OF CONSTRAINED OPTIMIZATION PROBLEMS

作　　者：崔颖川[1] 

机构地区：[1]南京大学数学系,南京210093

出　　处：《高等学校计算数学学报》1999年第1期71-80,共10页Numerical Mathematics A Journal of Chinese Universities

基　　金：国家自然科学基金!(19671014)

摘　　要：In this paper, we present a method for solving tile basic problem in the trust region approach for optimization problem with simple bounds constraints. This method exploits the advantages of Gabay’s decomposition method and the Projection and Contraction (PC) method. In fact. when the treated problem is solved by Gabay’s decomposition method. the main work at each iteration is to solve a ’wellconditioned’ linear variational inequality, which can be solved by the Projection and Contraction method efficiently. Some numerical tests show that the method is applicable.In this paper, we present a method for solving tile basic problem in the trust region approach for optimization problem with simple bounds constraints. This method exploits the advantages of Gabay's decomposition method and the Projection and Contraction (PC) method. In fact. when the treated problem is solved by Gabay's decomposition method. the main work at each iteration is to solve a 'wellconditioned' linear variational inequality, which can be solved by the Projection and Contraction method efficiently. Some numerical tests show that the method is applicable.

关 键 词：约束优化 信赖域法 子问题 最佳化 

分 类 号：O224[理学—运筹学与控制论]