[1]夏红卫,文传军.一般非线性约束优化问题的信赖域法[J].江西师范大学学报(自然科学版),2012,(03):253-256.
　XIA Hong-wei,WEN Chuan-jun.The Trust-Region Method for General Nonlinear Constrained Optimization Problem[J].Journal of Jiangxi Normal University:Natural Science Edition,2012,(03):253-256.
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一般非线性约束优化问题的信赖域法()
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《江西师范大学学报》（自然科学版）[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2012年03期
页码:
253-256
栏目:
出版日期:
2012-05-01

文章信息/Info

Title:
The Trust-Region Method for General Nonlinear Constrained Optimization Problem
作者:
夏红卫;文传军
常州工学院理学院,江苏常州213022
Author(s):
XIA Hong-wei;  WEN Chuan-jun
关键词:
一般非线性约束; 信赖域法; 滤子技巧;  Matlab 程序
Keywords:
general nonlinear constrained optimization;  trust-region method;  filter technique;  Matlab procedures
分类号:
O224.2
文献标志码:
A
摘要:
通过引进松弛变量和极小化增广 Lagrange 函数的方法,将等式约束的非线性优化问题推广到不等式约束和一般约束的情形,同时将滤子技巧和信赖域法相结合,提出一种求解非线性约束优化问题的信赖域新算法,扩大了算法的适用范围,提高了算法的计算效率,并通过数值试验说明算法的有效性
Abstract:
By introducing the slack variables and minimizing the augmented Lagrange functions, the equality constrained nonlinear optimization are extended to the inequality constraints and the general constraint. At the same time the filter technique and trust region method are combined, a new algorithm for nonlinear constrained optimization problems with trust region algorithm is proposed, which the scope of application of the algorithm is expanded and computational efficiency of this algorithm is improved. The numerical experiment shows that the method is quite efficient.

参考文献/References:

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[5] 夏红卫, 陈荣军. 简单界约束非线性方程组的滤子信赖域法 [J]. 江西师范大学学报: 自然科学版, 2009, 33(6): 661-664.
[6] 夏红卫, 陈荣军. 一类等式约束非线性优化问题的信赖域新算法 [J]. 数学的实践和认识, 2010, 40(20): 131-137.
[7] Chen Lifeng, Goldfarb D. Interior-point l2-penalty methods for nonlinear programming with strong global convergence properties [J]. Math Programming, 2006, 108(1): 1-36.
[8] Conn A R, Gould N I M, Orban D, et al. A primal-dual trust region algorithm for non-convex nonlinear programming [J]. Math Programming, 2000, 87(2): 215-249.
[9] Fletcher R, Leyffer S. Nonlinear programming without a penalty function [J]. Math Programming, 2002, 91(2): 239-269.
[10] Conn A R, Gould N I M, Toint P L. Trust-region methods [M]. Philadephia: SIAM, 2000.
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更新日期/Last Update: 1900-01-01