解非线性等式约束优化问题的新锥模型信赖域算法  

TRUST REGION ALGORITHM OF NEW CONIC MODEL FOR NONLINEARLY EQUALITY CONSTRAINED OPTIMIZATION

作　　者：张丽炜[1] 倪勤[1] 

机构地区：[1]南京航空航天大学理学院,南京210016

出　　处：《数值计算与计算机应用》2010年第4期279-289,共11页Journal on Numerical Methods and Computer Applications

基　　金：国家自然科学基金(11071117)资助项目.

摘　　要：应用新锥模型信赖域子问题解非线性等式约束问题,提出了一个解此问题的新锥模型信赖域算法,证明了新算法的全局收敛性,并进行了数值比较实验.理论与数值结果表明这个算法是一个值得关注的有效算法.New trust region subproblem with conic model is applied to nonlinearly equality con- strained optimization in the first time. A trust region algorithm based on new conic models for this problems is proposed, its convergence is proved, and numerical experiment is implemented. The theoretic and numerical results show that the algorithm in this paper is efficient and promising.

关 键 词：非线性优化 锥模型 信赖域 全局收敛性 

分 类 号：O221.2[理学—运筹学与控制论]