应用数学2000，Vol.13Issue(4)：60-65,6.
等式约束优化的组合信赖域与拟牛顿算法
Combining Trust Region Method and Quasi-Newton Method for Equality Constrained Optimization
童小娇 1周叔子1
作者信息
- 1. 湖南大学应用数学系，湖南 长沙 410082
- 折叠
摘要
Abstract
This paper presents an algorithm that employs both trust region and quasi-Newton techniques for equality constrained problem. If approximation Hessian matrix of Lagrangian function Bk is positive definite on the null space of the constrained Jacobi matrix, quasi-Newton method is chosen. Otherwise the trust region method is used. Global convergence is proved for the new algorithm under some general conditions.关键词
拟牛顿算法/信赖域算法/等式约束问题/全局收敛性Key words
Quasi-Newton method/Trust region method/Equality constraints/Global convergence分类
数理科学引用本文复制引用
童小娇,周叔子..等式约束优化的组合信赖域与拟牛顿算法[J].应用数学,2000,13(4):60-65,6.
