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中国管理科学

中国管理科学 ›› 2001, Vol. ›› Issue (6): 26-30.

• 论文 • 上一篇    下一篇

等式约束的一种降维运算的信赖域方法

董纪昌1, JIAN MING SHI2, 汪寿阳1, 薛毅3   

  1. 1. 中国科学院数学与系统科学研究院, 北京, 100080;
    2. School of Management, Science University of Tokyo, Kuki, Saitama 346, Japan;
    3. 北京工业大学应用数理学院, 北京, 100022
  • 收稿日期:2001-03-27 修回日期:2001-08-31 出版日期:2001-12-28 发布日期:2012-03-06

A Trust Region Algorithm for Solving Optimization Problem with Equality Constraints

DONG Ji-chang1, SHI Jian-ming2, WANG Shou-yang1, XUE Yi3   

  1. 1. A cademy of Mathematics and System Sciences, CAS, Beijing 100080, China;
    2. School of Management, Science Uuivevsity of Tokyo, Kuki, Saitama 346, Japan;
    3. College of Applied Mathematics and Physics, Beijing Poly technic University, Beijing 100022, China
  • Received:2001-03-27 Revised:2001-08-31 Online:2001-12-28 Published:2012-03-06

PDF (PC)

2276

被引次数

5

摘要： 本文给出了解决等式约束问题的一种信赖域算法。算法用Byrd和Omojokun方法计算试探步,但在计算试探步时采取了降维的方法。在不要求约束条件的梯度是列满秩的条件下证明了算法的全局收敛性。

关键词: 等式约束问题, 试探步, 全局收敛性, 信赖域算法, 列满秩, 精确罚函数

Abstract: A trust region algorithm is presented for solving optimization problem with equality constraints The algorithm uses the Byrd and Omojokun scheme to compute the steps,and decomposes the trial steps into two components:normal component and tangential component But it differs from the Byrd and Omojokun algorithm with a reduced dimension approach in computing each tangential component Global convergence can be proved under some mild assumptions.

Key words: optimization, trial step, global convergence, trust region method, exact penalty functions

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