一般非线性规划的一个预估—校正算法的收敛性  

The Convergence of a Predictor-Corrector Algorithm for General Nonlinear Programming

作　　者：黄青群[1] 

机构地区：[1]河池学院数学系,广西宜州546300

出　　处：《河池学院学报》2013年第2期33-38,共6页Journal of Hechi University

基　　金：国家自然科学基金项目(11061011);广西教育厅科研项目(201204LX394);广西杰出青年基金项目(2012GXSFFA060003);河池学院青年科研项目(2012B-N004)

摘　　要：把含等式和不等式约束的一般非线性规划问题转化为只含不等式约束的非线性规划问题,构造同伦方程。在算法中,先计算切方向来求预估点,再用牛顿法求校正点,最后证明了算法的全局线性收敛性。General nonlinear programming problems containing both equality constraints and inequality constraints are transferred into nonlinear programming problems containing only inequality constraints, and the ho- motopy equation is constructed. In the algorithm, the tangential direction is firstly calculated to seek the predictor point, and then the Newton method is used to seek the correction point. Finally, global linear convergence of the algorithm is proved.

关 键 词：一般凸规划 组合同伦 预估-校正 全局收敛性 

分 类 号：O221.2[理学—运筹学与控制论]