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1 个结果
  • 简介:Inthispaper,atrustregionmethodforequalityconstrainedoptlmizationbasedonnondiferentiableexactpenaltyisproposed.Inthisalgorithin,thetrailstepischaracterizedbycomputationofitsnormalcomponentbeingseparatedfromcomputationofitstangentialcomponent,i.e.,onlythetangentialcomponentofthetrailstepisconstrainedbytrustradiuswhilethenormalcomponentandtrailstepitselfhavenoconstraints.Theothermaincharacteristicofthealgorithmisthedecisionoftrustregionradius.Here,thedecisionoftrustregionradiususestheinformationofthegradientofobjectivefunctionandreducedHessian.However,Maratoseffectwilloccurwhenweusethenondifferentiableexactpenaltyfunctionasthemeritfunction.Inordertoobtainthesuperlinearconvergenceofthealgorithm,weusethetwiceordercorrectiontechnique.Becauseofthespecialityoftheadaptivetrustregionmethod,weusetwiceordercorrectionwhenp=0(thedefinitionisasinSection2)andthisisdifferentfromthetraditionaltrustregionmethodsforequalityconstrainedopthnization.Sothecomputationofthealgorithminthispaperisreduced.Whatismore,wecanprovethatthealgorithmisgloballyandsuperlinearlyconvergent.

  • 标签: 等式约束最优化 适应性 信赖域方法 整体收敛 超线性收敛 罚函数