非线性优化的非单调信赖域算法及全局收敛性

• 作 者: 童小娇 周叔子
• 机 构: Dept. of Appl. Math., Hunan Univ.,Changsha 410082;Dept. of Math., Changsha Univ. of Electric Power,
• 出 处: 高校应用数学学报B辑
• 发表日期: 2000年2期
• 关键词: Nonmonotone algorithm equality constrains trust region method global convergence

A trust region algorithm for equality constrained optimization is given in this paper.The algorithm does not enforce strict monotonicity of the merit function for every iteration.Global convergence of the algorithm is proved under the same conditions of usual trust region method.