等式与界约束非线性优化的信赖域增广Lagrangian算法  

A TRUST-REGION AUGMENTED LAGRANGIAN ALGORITHM FOR EQUALITY AND BOUNDED CONSTRAINTS

作　　者：童小娇[1] 周叔子[1] 

机构地区：[1]湖南大学数学系

出　　处：《计算数学》2002年第1期27-28,共2页Mathematica Numerica Sinica

基　　金：科学与工程计算国家重点实验室的资助

摘　　要：This paper presents an augmented Lagrangian algorithm for nonlinear opti- mization of equality and bounded constraints. The method includes internal it- erations and outer iterations, which uses a trust region interior-point method in internal iteration. Under some conditions, the paper proves finite termination of internal iteration and analyses the local convergence of accelerating internal mini- mizer iterations. It also proves the global convergence of main algorithm when the approximate solution of internal minimizer is satisfied some conditions.This paper presents an augmented Lagrangian algorithm for nonlinear opti- mization of equality and bounded constraints. The method includes internal it- erations and outer iterations, which uses a trust region interior-point method in internal iteration. Under some conditions, the paper proves finite termination of internal iteration and analyses the local convergence of accelerating internal mini- mizer iterations. It also proves the global convergence of main algorithm when the approximate solution of internal minimizer is satisfied some conditions.

关 键 词：信赖域方法 增广Lagrangian算法 全局收敛性 非线性约束优化问题 

分 类 号：O224[理学—运筹学与控制论]