A new method of moving asymptotes for large-scale minimization subject to linear equality constraints is discussed. In this method, linear equality constraints are deleted with null space technique and the descending ...A new method of moving asymptotes for large-scale minimization subject to linear equality constraints is discussed. In this method, linear equality constraints are deleted with null space technique and the descending direction is obtained by solving a convex separable subproblem of moving asymptotes in each iteration. New rules for controlling the asymptotes parameters are designed and the global convergence of the method under some reasonable conditions is established and proved. The numerical results show that the new method may be capable of processing some large scale problems.展开更多
基金Supported by the National Natural Sicence Foundation of China(No.11071117)the Natural Science Foundation of Jiangsu Province(No.BK2006184)the Fundamental Research Funds for the Central Universities(No. 2010LKSX01)
文摘A new method of moving asymptotes for large-scale minimization subject to linear equality constraints is discussed. In this method, linear equality constraints are deleted with null space technique and the descending direction is obtained by solving a convex separable subproblem of moving asymptotes in each iteration. New rules for controlling the asymptotes parameters are designed and the global convergence of the method under some reasonable conditions is established and proved. The numerical results show that the new method may be capable of processing some large scale problems.
