混合约束下广义几何规划的一种全局收敛算法  

A GLOBAL CONVERGENT ALGORITHM FOR MIXED CONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING

作　　者：张可村[1] 王燕军[1] 

机构地区：[1]西安交通大学理学院,西安710049

出　　处：《计算数学》2002年第1期83-90,共8页Mathematica Numerica Sinica

摘　　要：In this paper, we develop a rapidly convergent algorithm for mixed constrained signomial geometric programming. The algorithm makes use of the characteristics of signomial geometric programming, and establishes a new active-set strategy on the basis of trust region method. The global convergence is proved, and some numerical tests are given to illustrate the effectiveness.In this paper, we develop a rapidly convergent algorithm for mixed constrained signomial geometric programming. The algorithm makes use of the characteristics of signomial geometric programming, and establishes a new active-set strategy on the basis of trust region method. The global convergence is proved, and some numerical tests are given to illustrate the effectiveness.

关 键 词：广义几何规划 有效集策略 信赖域 全局收敛算法 混合约束 

分 类 号：O221[理学—运筹学与控制论]