应用数学2011，Vol.24Issue(4)：684-690,7.
等式约束优化非单调信赖域算法
A Nonmonotone Trust Region Method for Nonlinear Equality Constrained Optimization Problems
摘要
Abstract
We propose and analyze a class of nonmonotone trust region algorithms for solving nonlinear equality constrained optimization problems.This method does not need penalty function and filter.Each trial step is composed of a quasi-normal step and a tangential step.Both steps are required to satisfy a decrease condition for their respective trust region subproblems.This new method has more flexibility for the acceptance of the trial step compared to the filter methods,and requires less computational costs compared with the monotone methods.Under reasonable conditions,the global convergence is established.关键词
非线性规划/非单调/滤子/信赖域算法Key words
Nonlinear programming/Nonmonotone/Filter/Trust region method分类
数理科学引用本文复制引用
张新华,张浩..等式约束优化非单调信赖域算法[J].应用数学,2011,24(4):684-690,7.基金项目
Supported by the Natural Science Foundation of China(71001053) （71001053）
