【摘要】 把含等式和不等式约束的一般非线性规划问题转化为只含不等式约束的非线性规划问题,构造同伦方程。在算法中,先计算切方向来求预估点,再用牛顿法求校正点,最后证明了算法的全局线性收敛性。更多还原

【Abstract】 General nonlinear programming problems containing both equality constraints and inequality constraints are transferred into nonlinear programming problems containing only inequality constraints,and the homotopy equation is constructed.In the algorithm,the tangential direction is firstly calculated to seek the predictor point,and then the Newton method is used to seek the correction point.Finally,global linear convergence of the algorithm is proved.更多还原