非线性等式与不等式问题的信赖域算法  

A TRUST REGION ALGORITHM FOR NONLINEAR PROBLEMS OF EQUALITIES AND INEQUALITIES

作　　者：童小娇[1] 周叔子[1] 

机构地区：[1]湖南大学应用数学系,长沙41082

出　　处：《数值计算与计算机应用》2001年第1期53-62,共10页Journal on Numerical Methods and Computer Applications

摘　　要：This paper presents a trust region algorithm for nonlinear problems of equalities and inequalities. The problem is changed to a least-squares problem with non-negative constraints by using slack variables. An equivalent KKT condition is derived, which is the base of constracting the new algorithm. The global conver- gence is established under general conditions, and a local quadratic convergence is proved for nondegenerate point satisfying second-order sufficient conditions. Numerical tests for our algorithm are also presented.This paper presents a trust region algorithm for nonlinear problems of equalities and inequalities. The problem is changed to a least-squares problem with non-negative constraints by using slack variables. An equivalent KKT condition is derived, which is the base of constracting the new algorithm. The global conver- gence is established under general conditions, and a local quadratic convergence is proved for nondegenerate point satisfying second-order sufficient conditions. Numerical tests for our algorithm are also presented.

关 键 词：非线性等式 非线性不等式 信赖域算法 数值计算 

分 类 号：O242[理学—计算数学]