AN ADAPTIVE TRUST REGION METHOD FOR EQUALITY CONSTRAINED OPTIMIZATION
文献类型：期刊论文
| 作者 | Zhang Juliang1; Zhang Xiangsun3; Zhuo Xinjian2 |
| 刊名 | 系统科学与复杂性：英文版
 |
| 出版日期 | 2003 |
| 卷号 | 16.0期号:004页码:494-505 |
| 关键词 | 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 |
| ISSN号 | 1009-6124 |
| 其他题名 | An adaptive trust region method for equality constrained optimization |
| 英文摘要 | In this paper, a trust region method for equality constrained optlmization based on nondiferentiable exact penalty is proposed. In this algorithin, the trail step is characterized by computation of its normal component being separated from computation of its tangential component, i.e., only the tangential component of the trail step is constrained by trust radius while the normal component and trail step itself have no constraints. The other main characteristic of the algorithm is the decision of trust region radius. Here, the decision of trust region radius uses the information of the gradient of objective function and reduced Hessian. However, Maratos effect will occur when we use the nondifferentiable exact penalty function as the merit function. In order to obtain the superlinear convergence of the algorithm, we use the twice order correction technique. Because of the speciality of the adaptive trust region method, we use twice order correction when p= 0 (the definition is as in Section 2) and this is different from the traditional trust region methods for equality constrained opthnization. So the computation of the algorithm in this paper is reduced. What is more, we can prove that the algorithm is globally and superlinearly convergent. |
| 语种 | 中文 |
| CSCD记录号 | CSCD:1271072 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/57292]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.河北经贸大学经济管理学院 2.北京邮电大学 3.中国科学院数学与系统科学研究院 |
| 推荐引用方式 GB/T 7714 | Zhang Juliang,Zhang Xiangsun,Zhuo Xinjian. AN ADAPTIVE TRUST REGION METHOD FOR EQUALITY CONSTRAINED OPTIMIZATION[J]. 系统科学与复杂性：英文版,2003,16.0(004):494-505. |
| APA | Zhang Juliang,Zhang Xiangsun,&Zhuo Xinjian.(2003).AN ADAPTIVE TRUST REGION METHOD FOR EQUALITY CONSTRAINED OPTIMIZATION.系统科学与复杂性：英文版,16.0(004),494-505. |
| MLA | Zhang Juliang,et al."AN ADAPTIVE TRUST REGION METHOD FOR EQUALITY CONSTRAINED OPTIMIZATION".系统科学与复杂性：英文版 16.0.004(2003):494-505. |
入库方式： OAI收割
来源：数学与系统科学研究院
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