摘要
对一类带有非负边界约束的线性不等式约束优化问题进行了研究,提出了一种新的信赖域算法.该算法在内点法的基础上,把非负边界约束从一般的不等式约束中分离出来,化为信赖域约束的一部分,得到一个简单易解的子问题.在一定的条件下证明了该算法具有强收敛性,并给出了数值结果.
We propose a new trust region algorithm for special linear inequality constrained optimization problems with nonnegative bound constraints. This algorithm is based on the interior-point method. In constructing the subproblem, we move the nonnegative bound constraints from the general inequality ones into the trust region constraints, and obtain an easily solved subproblem. Under very mild conditions, convergence results for the algorithm are given and numerical results are reported.
出处
《合肥学院学报（自然科学版）》
2006年第3期1-4,17,共5页
Journal of Hefei University :Natural Sciences
基金
国家自然科学基金项目(70572057)资助
关键词
线性不等式约束
约束优化
信赖域
内点法
强收敛性
linear inequality constraints
bound constraints
trust region
interior-point method
robust convergence
