学科分类
/ 1
2 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
  • 简介:Thispaperpresentsatrustregionalgorithmwithnullspacetechniquefornonlinearequalityconstrainedoptimization.Consideringinthenullspacemethodsthat,theconvergentrateofrangespacestepisfasterthanthenullspacestepforthemostcases,theproposedalgorithmcomputesnullstepsmoreoftenthanrangespacestep.Moreover,thenewalgorithmisbasedonthereducedHessianSQPmethod.Globalconvergenceoftheproposedalgorithmisproved.Theeffectivenessofthemethodisdemonstratedbysomenumericalexamples.

  • 标签: 置信域 零空间 约束最优化 非线性等式 全局收敛性