【摘要】 本文对约束为线性的一类非线性优化问题提出了一种信赖域内点算法 .其中约束非负性要求通过一个仿射变换阵实现 ,其子问题变成了一个带仿射变换的线性等式约束的求解 .我们证明了算法的有效性 ,在一定条件下证明了由算法产生的序列收敛到优化问题的一阶稳定点 ( Kuhn- Tucker点 )更多还原

【Abstract】 This paper presents a trust region interior point algorithm for nonlinear optimi zation problem with linear constraint. It achieves nonnegatively restrictions b y affine transformation, and the subproblem changes solving a problem of liear e quality constraints with an affine transformation. We prove validity of the algo rithm, under suitable hypotheses, we prove that generated sequence by algorithm converges to the first- order stationary point of optimization.更多还原