解非线性约束优化问题的依赖域算法(英文)

A Trust-region Algorithm for Nonlinear Constrained Optimization Problem

中文关键词:  非线性约束优化  信赖域方法  全局收敛性

英文关键词:nonlinear constrained optimization  trust-region method  global convergence.

中文摘要:

      本文对一般非线性约束优化问题提出了一个信赖域算法,导出了等价的KKT条件.在试探步满足适当条件下,证明了算法的全局收敛性,并进行了数值试验.

英文摘要:

      This paper presents a new trust-region algorithm for general nonlinear constrained optimization problems. Certain equivalent KKT conditions of the problems are derived. Global convergence of the algorithm to a first-order KKT point is established under mild conditions on the trial steps. Numerical example is also reported.