应用数学2021，Vol.34Issue(3)：543-557,15.
一类求解非线性约束优化问题的线搜索渐缩滤子算法
A Line Search Metho d with Dwindling Filter Technique for Solving Nonlinear Constrained Optimization
摘要
Abstract
In this paper, a different line search filter algorithm is proposed for solving nonlinear equality constrained optimization. The optimality condition of the nonlinear optimization problem is regarded as a new filter pair which is embedded in the backtracking line search framework. By adding a dwindling function to the step acceptance criteria, the thickness of the filter's envelope is getting smaller and smaller when the step size decreases. So the line search trial step size in becomes more flexible to accept. And the dwindling filter do not make the trial step be denied by current iteration point. Under some reasonable assumptions, the global convergence of the algorithm is proved. Some preliminary numerical experiment results are reported.关键词
非线性约束优化/线搜索/渐缩滤子方法/全局收敛性Key words
Nonlinear constrained optimization/Line search/Dwindling filter method/Global convergence分类
数理科学引用本文复制引用
裴永刚,孔维悦,董兰婷..一类求解非线性约束优化问题的线搜索渐缩滤子算法[J].应用数学,2021,34(3):543-557,15.基金项目
Supported by the National Natural Science Foundation of China(12071133,11801152),the Key Scientific Research Pro ject for Colleges and Universities in Henan Province(21A110012) （12071133,11801152）
