摘要: |
讨论非线性等式与不等式约束最优化,用广义投影技术和强次可行方向法思想,建立一个初始点任意的新算法.该算法不仅具有全局收敛性,且搜索方向是强次可行下降的,从而得出更好的强收敛性. |
关键词: 等式与不等式约束 最优化 广义投影 强次可行方向法 全局收敛性 强收敛性 |
DOI: |
投稿时间:2000-12-25修订日期:2001-10-04 |
基金项目:国家自然科学基金(19801009)、广西自然科学基金(9811023,9912027)和广西"十百千人才工程"(99214)基金资助项目。 |
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A Strongly Subfeasible Directions Method with Strong Convergence for Optimization Problems |
Li Jianling
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(Dept of Math & Info Sci., Guangxi Univ., 10 Xixiangtanglu, Nanning, Guangxi, 530004, China) |
Abstract: |
Nonlinear equality and inequality constrained optimization is discussed,a new algorithm with arbitrary initial is presented by using the generalized projection technique and the idea of strongly subfeasible directions method.This algorithm possesses global convergence and the search directions are strongly subfeasible descent directions. Furthermore,better strong convergence is arrived. |
Key words: equality and inequality constraints optimization generalized projection strongly subfeasible directions method global convergence strong convergence |