【摘要】 对于具有不等式约束的非线性优化问题,本文给出一个信赖域算法.由于算 法中信赖区域约束采用向量的∞范数约束的形式,从而使子问题变为二次规划,同时使 算法变得更实用.在通常假设条件下,证明了算法的整体收敛性和超线性收敛性.更多还原

【Abstract】 Although many effective algorithms of trust region type have been given, there exist some problems which are not solved in these algorithms. In this paper, we deal with the inequality constrained optimization. A trust region algorithm based SQP method is given. Its’ global convergence and superlinear convergence are proved.更多还原