线性约束优化的一类非单调信赖域算法  

A CLASS OF NONMONOTONE TRUST REGION ALGORITHMS FOR LINEARLY CONSTRAINED OPTIMIZATION

作　　者：葛恒武[1] 陈中文[1] 

机构地区：[1]苏州大学数学系,江苏215006

出　　处：《数值计算与计算机应用》2002年第4期284-291,共8页Journal on Numerical Methods and Computer Applications

摘　　要：§ 1.引言 考虑线性约束优化问题:min.f(x),s.t. aT/ix=bi,i∈E,aT/i x≥bi,i∈I,(1.1)其中f(x)是可行域X={x∈Rn|aT ix=bi,i∈E;aTix≥bi,i∈I}上的连续可微函数.We present a class of nonmonotone trust region algorithms for linearly constrained optimization in this paper. The algorithm may adjust automatically the scope of the monotonicity by the degree that the quadratic model is 'trusted'. Under the suitable conditions, it is proved that any limit point of the infinite sequence generated by the algorithm is the Kuhn-Tucker point of the primal problem. Finally, some numerical results show that the new algorithm is very effective.

关 键 词：全局收敛性 线性约束优化 非单调信赖域算法 

分 类 号：O224[理学—运筹学与控制论]