节点文献
等式与界约束非线性优化的信赖域增广Lagrangian算法
A TRUST-REGION AUGMENTED LAGRANGIAN ALGORITHM FOR EQUALITY AND BOUNDED CONSTRAINTS
【Abstract】 This paper presents an augmented Lagrangian algorithm for nonlinear opti- mization of equality and bounded constraints. The method includes internal it- erations and outer iterations, which uses a trust region interior-point method in internal iteration. Under some conditions, the paper proves finite termination of internal iteration and analyses the local convergence of accelerating internal mini- mizer iterations. It also proves the global convergence of main algorithm when the approximate solution of internal minimizer is satisfied some conditions.
【关键词】 信赖域方法;
增广;
Lagrangian算法;
全局收敛性;
【Key words】 Trust region method; Augmented Lagrangian algorithm; Global convergence;
【Key words】 Trust region method; Augmented Lagrangian algorithm; Global convergence;
【基金】 科学与工程计算国家重点实验室的资助
- 【文献出处】 计算数学 ,Mathematica Numerica Sinica , 编辑部邮箱 ,2002年01期
- 【分类号】O224
- 【被引频次】6
- 【下载频次】117