解线性等式约束优化问题的模式搜索过滤集方法（英文）  

A pattern search filter method for linearly equalityconstrained optimization problems

作　　者：陈宁[1] 孙文瑜[1] 袁锦昀 

机构地区：[1]南京师范大学数学科学学院,江苏省大规模复杂系统数值模拟重点实验室,南京210023 [2]巴西巴拉那联邦大学数学系

出　　处：《运筹学学报》2015年第3期96-107,共12页Operations Research Transactions

基　　金：supported by National Natural Science Foundation of China(No.11171159);the Priority Academic Program Development of Jiangsu Higher Education Institutions(PAPD) of China;CNPq of Brazil

摘　　要：提出一个解线性等式约束无导数优化的模式搜索过滤集算法,该算法将过滤集技术嵌入无导数优化算法中以改善算法的效率.建立了新算法的总体收敛性,初步的数值试验结果表明新算法是有效的.In this paper a pattern search filter algorithm for linearly equality-constrained derivative-free optimization is proposed. In this work we embed a filter technique in a derivative-free optimization algorithm which improves the efficiency of algorithms. The global convergence of new algorithm is established. Initial numerical results show that the new algorithm is efficient.

关 键 词：无导数优化 模式搜索算法 过滤集技术 约束优化 总体收敛性 

分 类 号：O221.2[理学—运筹学与控制论]