【作者】 崔在琴； 冯国胜；

【Author】 GUI Zaiqin FENG Guosheng Department of Applied Mathemalics, Tongji University, Shanghai 200092

【机构】 同济大学应用数学系；

【摘要】 本文将信赖域法结合到单纯形分解算法中,克服了单纯形算法中求解主问题的一些困难。新的算法可用于求解较大型的凸约束非线性规划。理论上证明了新算法的收敛性,一些例子说明算法是可行的。更多还原

【Abstract】 The algorithm given here incorporates the trust region method into the restricted sim-plicial decomposition for convex constrained problem. The advantage of the presented algorithm over RSDCC is that the former is exact and finite in every master problem. The global convergence is proved. Two large scale examples are computed to test the algorithm.更多还原