Hook—Jeeves方法在线性不等式约束优化中的推广OA
Extentions of Hook-Jeeves Method to Optimization with Linear Inequality Constraints
分别将无约束优化的线搜索和离散步Hook-Jeeves算法推广到带一般线性不等式的约束优化，并产生两个可行下降算法；在无任何约束规格的情况下，证明了线搜索的Hook-Jeeves算法具有全局收敛性．
The algorithm of Hook-Jeeves using line searches and the algorithm of Hook-Jeeves with discrete sreps are extended such that they can solve optimization problems with linear inquality constraints. We proposed two improving feasible algorithms. Under no constraint qualification conditions, we prove that the extended algorithm of Hook-Jeeves with linesearches prossesses global convergence.
罗益奎
广西机电职业技术学院,广西南宁530007
数学
线性不等式约束优化Hook-Jeeves方法全局收敛性
linear inequality constraintsconstraint optimizationHook-Jeeves methodglobal con- vergence
《广西民族大学学报：自然科学版》 2012 (2)
69-71,3
广西自然科学基金（2011GXNSFD018022）
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