一个求解不等式约束优化问题的非内点型可行QP-free算法  

A Non-Interior-Type Feasible QP-Free Algorithm for Inequality Constrained Optimization Problems

作　　者：陈玉[1] 陈内萍[1] 段玉[1] 

机构地区：[1]湖南商学院信息学院,中国长沙410205

出　　处：《湖南师范大学自然科学学报》2011年第4期21-25,共5页Journal of Natural Science of Hunan Normal University

基　　金：湖南省教育厅科研基金资助项目(09C565);湖南省哲学社会科学基金资助项目(2010YBA138)

摘　　要：提出一个求解不等式约束优化问题的非内点型可行QP-free算法,该算法不要求迭代点必须是可行域的内点;而且在算法的每一个迭代,只需求解4个系数相同的线性方程组得到搜索方向;在合适的条件下,该算法被证明具有全局收敛性和局部超线性收敛速度.A non-interior type feasible QP-free algorithm for nonlinear inequality constraints optimization problem is proposed. In this algorithm, it is not necessary that the iteration point is interior point of the feasible set F. At each iteration of the proposed algorithm, a search descent is obtained by solving four linear equations with the same coefficient matrix. The algorithm is proved to be globally convergent and superlinearly convergent under some mild conditions. Preliminary numerical results show that the proposed algorithm may be promising.

关 键 词：不等式约束 QP-free算法 全局收敛性 超线性收敛性 

分 类 号：O221.2[理学—运筹学与控制论]