求解简单界约束优化问题的一种逐次逼近法  

A SUCCESSIVE APPROXIMATION METHOD FOR BOUND CONSTRAINED OPTIMIZATION

作　　者：马昌凤[1] 

机构地区：[1]长沙电力学院数学与计算机系,长沙410077

出　　处：《高等学校计算数学学报》1999年第2期170-177,共8页Numerical Mathematics A Journal of Chinese Universities

摘　　要：in this paper, we present a successive approximation method for bound constrained optimization problems based on its equivalent nonsmooth equations. Under suitable conditions, we get the global convergence of the algorithm. Some numerical results are also reported in the paper.in this paper, we present a successive approximation method for bound constrained optimization problems based on its equivalent nonsmooth equations. Under suitable conditions, we get the global convergence of the algorithm. Some numerical results are also reported in the paper.

关 键 词：简单界约束优化 逐次逼近法 最优化 非线性规划 

分 类 号：O224[理学—运筹学与控制论] O212.2[理学—数学]